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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__03888186"/>
        </identifiers>
        <balance>634067.10000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-248.51000000</valUSD>
        <pctVal>-0.00000698208</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-634067.10000000</amtCurSold>
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            <amtCurPur>11320000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
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        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>26010000.00000000</balance>
        <units>NC</units>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-26010000.00000000</amtCurSold>
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            <amtCurPur>352472.46000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>US BANK MMDA</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal ID" value="8AMMF0A92"/>
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        <balance>826297677.02000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerConditional desc="cash" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1350000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385301"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1350000.00000000</amtCurSold>
            <curSold>AUD</curSold>
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            <unrealizedAppr>-823.72000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03879876"/>
        </identifiers>
        <balance>2781224.85000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>12430.16000000</valUSD>
        <pctVal>0.000349235326</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-2781224.85000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>27670000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
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          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03868075"/>
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        <balance>1788521.67000000</balance>
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        <currencyConditional curCd="PLN" exchangeRt="4.15398529"/>
        <valUSD>-2398.84000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1788521.67000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03868074"/>
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        <balance>1789156.20000000</balance>
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        <valUSD>-2551.60000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1789156.20000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>390000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-2551.60000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1350000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385301"/>
        <valUSD>4603.28000000</valUSD>
        <pctVal>0.000129332847</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1350000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>830871.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>4603.28000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ICE FUTURES EUROPE</name>
        <lei>549300UF4R84F48NCH34</lei>
        <title>BRENT CRUDE FUTR  Oct20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H1JWPV35"/>
        </identifiers>
        <balance>-42.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-34770.00000000</valUSD>
        <pctVal>-0.00097689106</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>ICE Brent Crude Oil Future</issueTitle>
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                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-08-28</expDate>
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            <curCd>USD</curCd>
            <unrealizedAppr>-34770.00000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03817997"/>
        </identifiers>
        <balance>2022215.79000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-196264.68000000</valUSD>
        <pctVal>-0.00551421377</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2022215.79000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>9480000.00000000</amtCurPur>
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            <settlementDt>2020-04-15</settlementDt>
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          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03756862"/>
        </identifiers>
        <balance>1822768.62000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-279298.80000000</valUSD>
        <pctVal>-0.00784712405</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1822768.62000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>120880000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-279298.80000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385300"/>
        <valUSD>600.49000000</valUSD>
        <pctVal>0.000016871248</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>404553.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>600.49000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03817989"/>
        </identifiers>
        <balance>862693.31000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-82619.26000000</valUSD>
        <pctVal>-0.00232125444</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-862693.31000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>4050000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-82619.26000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96755000"/>
        <valUSD>6864.72000000</valUSD>
        <pctVal>0.000192869820</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>689000.01000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>6864.72000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385300"/>
        <valUSD>1095.49000000</valUSD>
        <pctVal>0.000030778671</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>405048.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>1095.49000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03801358"/>
        </identifiers>
        <balance>1879971.58000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-153527.55000000</valUSD>
        <pctVal>-0.00431347979</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1879971.58000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>135210000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-153527.55000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03844608"/>
        </identifiers>
        <balance>630000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>10589.97000000</valUSD>
        <pctVal>0.000297533710</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-630000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6955276.86000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>10589.97000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>30480000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80624572"/>
        <valUSD>605861.50000000</valUSD>
        <pctVal>0.017022165324</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-30480000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>38410713.12000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>605861.50000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03818059"/>
        </identifiers>
        <balance>610000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-24949.39000000</valUSD>
        <pctVal>-0.00070097314</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-610000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6769780.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-24949.39000000</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>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__03894281"/>
        </identifiers>
        <balance>1369995.30000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6350.28000000</valUSD>
        <pctVal>0.000178416215</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1369995.30000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1110000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>6350.28000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03765604"/>
        </identifiers>
        <balance>6960842.39000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015048"/>
        <valUSD>72623.51000000</valUSD>
        <pctVal>0.002040415827</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6960842.39000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>72623.51000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>4140000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50099992"/>
        <valUSD>1650.93000000</valUSD>
        <pctVal>0.000046384203</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-4140000.00000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>395899.10000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>1650.93000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03765602"/>
        </identifiers>
        <balance>6860154.84000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015059"/>
        <valUSD>71234.29000000</valUSD>
        <pctVal>0.002001384575</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6860154.84000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>660000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>71234.29000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03780817"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088130"/>
        <valUSD>-10189.98000000</valUSD>
        <pctVal>-0.00028629567</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-670000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7184405.31000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-10189.98000000</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>CURRENCY CONTRACT - CAD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCAD__03756769"/>
        </identifiers>
        <balance>11143703.77000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-653087.50000000</valUSD>
        <pctVal>-0.01834901771</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-11143703.77000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>14930000.00000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-653087.50000000</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>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__03844619"/>
        </identifiers>
        <balance>1622.99000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>20.68000000</valUSD>
        <pctVal>0.000000581021</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1622.99000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>20.68000000</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>CURRENCY CONTRACT - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__03888180"/>
        </identifiers>
        <balance>624237.58000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1057.29000000</valUSD>
        <pctVal>-0.00002970541</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-624237.58000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>11130000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-1057.29000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03738010"/>
        </identifiers>
        <balance>10148329.24000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015054"/>
        <valUSD>109387.43000000</valUSD>
        <pctVal>0.003073327679</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10148329.24000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>980000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>109387.43000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>88190000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="75.77017561"/>
        <valUSD>25190.95000000</valUSD>
        <pctVal>0.000707759967</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-88190000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>1189105.37000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>25190.95000000</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>CURRENCY CONTRACT - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__03801331"/>
        </identifiers>
        <balance>33204084.69000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1958430.67000000</valUSD>
        <pctVal>-0.05502368221</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-33204084.69000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>52710000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-1958430.67000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03818066"/>
        </identifiers>
        <balance>560000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-22125.28000000</valUSD>
        <pctVal>-0.00062162750</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-560000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6223060.48000000</amtCurPur>
            <curPur>NOK</curPur>
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            <unrealizedAppr>-22125.28000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>2391.89000000</valUSD>
        <pctVal>0.000067202070</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>400224.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>2391.89000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>2820000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.68676700"/>
        <valUSD>35644.49000000</valUSD>
        <pctVal>0.001001460567</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-2820000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>1707481.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>35644.49000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03748614"/>
        </identifiers>
        <balance>1360000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-48216.46000000</valUSD>
        <pctVal>-0.00135468015</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1360000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>14310574.16000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-48216.46000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03894214"/>
        </identifiers>
        <balance>380088.52000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6479.50000000</valUSD>
        <pctVal>0.000182046755</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-380088.52000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3830000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>6479.50000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96755000"/>
        <valUSD>8588.55000000</valUSD>
        <pctVal>0.000241302208</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-730000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>763071.52000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>8588.55000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03797428"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-41332.55000000</valUSD>
        <pctVal>-0.00116127118</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6943578.24000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-41332.55000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ASX - TRADE24</name>
        <lei>N/A</lei>
        <title>AUST 3YR BOND FUT Jun20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="YMM0 COMDTY"/>
        </identifiers>
        <balance>2738.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385300"/>
        <valUSD>386369.49000000</valUSD>
        <pctVal>0.010855361060</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>SFE 3 Year Australian Bond Fut</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-06-15</expDate>
            <notionalAmt>196275311.89000000</notionalAmt>
            <curCd>AUD</curCd>
            <unrealizedAppr>386369.49000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>893000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="851.97308284"/>
        <valUSD>483.82000000</valUSD>
        <pctVal>0.000013593311</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-893000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>1048639.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>483.82000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>15110000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="75.77017677"/>
        <valUSD>5802.01000000</valUSD>
        <pctVal>0.000163012129</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-15110000.00000000</amtCurSold>
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            <amtCurPur>205220.84000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>5802.01000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>83250000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="75.77017516"/>
        <valUSD>29045.75000000</valUSD>
        <pctVal>0.000816063668</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-83250000.00000000</amtCurSold>
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            <amtCurPur>1127763.02000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>29045.75000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>46870000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="75.77017546"/>
        <valUSD>18360.69000000</valUSD>
        <pctVal>0.000515858328</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-46870000.00000000</amtCurSold>
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            <amtCurPur>636941.81000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>18360.69000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03801256"/>
        </identifiers>
        <balance>630000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-38056.67000000</valUSD>
        <pctVal>-0.00106923270</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-630000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6862700.88000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-38056.67000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03840380"/>
        </identifiers>
        <balance>631730.76000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-19228.17000000</valUSD>
        <pctVal>-0.00054023087</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-631730.76000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3180000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-19228.17000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385300"/>
        <valUSD>494.89000000</valUSD>
        <pctVal>0.000013904331</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>404448.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>494.89000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03862942"/>
        </identifiers>
        <balance>7522098.57000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015053"/>
        <valUSD>-24742.21000000</valUSD>
        <pctVal>-0.00069515225</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7522098.57000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>630000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-24742.21000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>12250000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15398526"/>
        <valUSD>-52691.59000000</valUSD>
        <pctVal>-0.00148041253</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-12250000.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>2896283.73000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-52691.59000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>2610000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.42335000"/>
        <valUSD>-4408.24000000</valUSD>
        <pctVal>-0.00012385304</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-2610000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>1829293.94000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-4408.24000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>2723.39000000</valUSD>
        <pctVal>0.000076515828</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>400556.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>2723.39000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ishares Inc</name>
        <lei>549300MGJZCNMJLBAJ67</lei>
        <title>ISHARES MSCI SOUTH AFRICA</title>
        <cusip>464286780</cusip>
        <identifiers>
          <isin value="US4642867802"/>
        </identifiers>
        <balance>156248.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4434318.24000000</valUSD>
        <pctVal>0.124585731528</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>168900000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704797"/>
        <valUSD>87261.58000000</valUSD>
        <pctVal>0.002451684157</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-168900000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>2243880.15000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>87261.58000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>500000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80648350"/>
        <valUSD>-230.49000000</valUSD>
        <pctVal>-0.00000647580</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-500000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>619745.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-230.49000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>693720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015052"/>
        <valUSD>7917772.05000000</valUSD>
        <pctVal>0.222456163390</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-693720000.00000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>73985396.38000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>7917772.05000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>71000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="107.95500022"/>
        <valUSD>1086.20000000</valUSD>
        <pctVal>0.000030517661</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-71000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>658767.64000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>1086.20000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__03888177"/>
        </identifiers>
        <balance>618423.64000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1402.36000000</valUSD>
        <pctVal>-0.00003940043</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-618423.64000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>11020000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-1402.36000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03874051"/>
        </identifiers>
        <balance>1916096.28000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15398527"/>
        <valUSD>-175.08000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1916096.28000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>420000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-175.08000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03893919"/>
        </identifiers>
        <balance>16678219.53000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>42315.56000000</valUSD>
        <pctVal>0.001188889635</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-16678219.53000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>165610000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>42315.56000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__03879870"/>
        </identifiers>
        <balance>916803.95000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2102.71000000</valUSD>
        <pctVal>-0.00005907732</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-916803.95000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1113000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>-2102.71000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>155590000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704813"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-155590000.00000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03775655"/>
        </identifiers>
        <balance>670000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.91088130"/>
        <valUSD>-65431.07000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-670000.00000000</amtCurSold>
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            <amtCurPur>7036364.12000000</amtCurPur>
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            <unrealizedAppr>-65431.07000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>940000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.42335001"/>
        <valUSD>-143.80000000</valUSD>
        <pctVal>-0.00000404017</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-940000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>660270.01000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-143.80000000</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>CURRENCY CONTRACT - CHF</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCHF__03888099"/>
        </identifiers>
        <balance>23468016.62000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-182398.31000000</valUSD>
        <pctVal>-0.00512462697</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-23468016.62000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>22530000.00000000</amtCurPur>
            <curPur>CHF</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-182398.31000000</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>CURRENCY CONTRACT - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__03891939"/>
        </identifiers>
        <balance>664261.79000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2682.77000000</valUSD>
        <pctVal>0.000075374577</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-664261.79000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>72000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>2682.77000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03797465"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-9532.24000000</valUSD>
        <pctVal>-0.00026781593</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6864711.04000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-9532.24000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03818013"/>
        </identifiers>
        <balance>1730307.98000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-143194.35000000</valUSD>
        <pctVal>-0.00402316024</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1730307.98000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8240000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-143194.35000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96755001"/>
        <valUSD>759.73000000</valUSD>
        <pctVal>0.000021345224</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>662224.25000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>759.73000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>4850000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15398527"/>
        <valUSD>-22282.61000000</valUSD>
        <pctVal>-0.00062604781</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-4850000.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>1145270.88000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-22282.61000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03738023"/>
        </identifiers>
        <balance>6868544.10000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015052"/>
        <valUSD>70435.32000000</valUSD>
        <pctVal>0.001978936872</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6868544.10000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>660000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>70435.32000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOLSA DE VALORES, MERCADORIAS E FUTUROS</name>
        <lei>N/A</lei>
        <title>BOVESPA INDEX FUT Apr20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="BRBMEFIBV2R3"/>
        </identifiers>
        <balance>-275.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.18660000"/>
        <valUSD>187685.30000000</valUSD>
        <pctVal>0.005273169207</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>BMF Mini Bovespa Index Future</indexName>
                <indexIdentifier>IBOV</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2020-04-15</expDate>
            <notionalAmt>-4131271.37000000</notionalAmt>
            <curCd>BRL</curCd>
            <unrealizedAppr>187685.30000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ISHARES TRUST</name>
        <lei>5493000860OXIC4B5K91</lei>
        <title>ISHARES CORE S&amp;P SMALL-CA</title>
        <cusip>464287804</cusip>
        <identifiers>
          <isin value="US4642878049"/>
        </identifiers>
        <balance>3065261.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>171991794.71000000</valUSD>
        <pctVal>4.832247574719</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03775687"/>
        </identifiers>
        <balance>1878950.15000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-253505.84000000</valUSD>
        <pctVal>-0.00712245012</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1878950.15000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>127300000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-253505.84000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03868116"/>
        </identifiers>
        <balance>6879855.15000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458737"/>
        <valUSD>-2975.14000000</valUSD>
        <pctVal>-0.00008358894</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6879855.15000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>630000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-2975.14000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHICAGO BOARD OF TRADE</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
        <title>SOYBEAN OIL FUTR  May20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BOK0 COMDTY"/>
        </identifiers>
        <balance>-211.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-41706.00000000</valUSD>
        <pctVal>-0.00117176355</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>CBOT Soybean Oil Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-05-14</expDate>
            <notionalAmt>-3377760.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-41706.00000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96755001"/>
        <valUSD>5306.33000000</valUSD>
        <pctVal>0.000149085602</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>666770.85000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>5306.33000000</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>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03862909"/>
        </identifiers>
        <balance>210000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088132"/>
        <valUSD>2576.01000000</valUSD>
        <pctVal>0.000072375069</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-210000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>968385.18000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>2576.01000000</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>CURRENCY CONTRACT - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__03780847"/>
        </identifiers>
        <balance>17034526.29000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1765664.51000000</valUSD>
        <pctVal>-0.04960776216</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-17034526.29000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>273270000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-1765664.51000000</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>CURRENCY CONTRACT - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__03891932"/>
        </identifiers>
        <balance>811314.14000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3840.32000000</valUSD>
        <pctVal>0.000107896874</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-811314.14000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>88000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>3840.32000000</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>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__03765693"/>
        </identifiers>
        <balance>80214.13000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2139.90000000</valUSD>
        <pctVal>-0.00006012220</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-80214.13000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>95000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>-2139.90000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03818093"/>
        </identifiers>
        <balance>3570000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-9447.86000000</valUSD>
        <pctVal>-0.00026544521</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3570000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>38725285.83000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-9447.86000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385298"/>
        <valUSD>2707.09000000</valUSD>
        <pctVal>0.000076057867</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>394419.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>2707.09000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03780720"/>
        </identifiers>
        <balance>11630343.67000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-940440.00000000</valUSD>
        <pctVal>-0.02642241693</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-11630343.67000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>55500000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-940440.00000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>26010000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="75.77017499"/>
        <valUSD>9226.21000000</valUSD>
        <pctVal>0.000259217778</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-26010000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>352501.12000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>9226.21000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385300"/>
        <valUSD>824.89000000</valUSD>
        <pctVal>0.000023175946</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>404778.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>824.89000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03801281"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088130"/>
        <valUSD>-9830.58000000</valUSD>
        <pctVal>-0.00027619803</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-670000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7187965.02000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-9830.58000000</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>CURRENCY CONTRACT - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__03892048"/>
        </identifiers>
        <balance>385625.50000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-272.93000000</valUSD>
        <pctVal>-0.00000766818</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-385625.50000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>650000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-272.93000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03874088"/>
        </identifiers>
        <balance>10700632.08000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015050"/>
        <valUSD>1896.01000000</valUSD>
        <pctVal>0.000053269923</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10700632.08000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>930000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>1896.01000000</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>CURRENCY CONTRACT - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__03892047"/>
        </identifiers>
        <balance>379763.20000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-339.13000000</valUSD>
        <pctVal>-0.00000952812</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-379763.20000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>640000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-339.13000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03727253"/>
        </identifiers>
        <balance>6839399.68000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458740"/>
        <valUSD>12087.76000000</valUSD>
        <pctVal>0.000339615323</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6839399.68000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>640000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>12087.76000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03862929"/>
        </identifiers>
        <balance>622868.74000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-14218.37000000</valUSD>
        <pctVal>-0.00039947652</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-622868.74000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3160000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-14218.37000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>112000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="107.95499958"/>
        <valUSD>-2004.65000000</valUSD>
        <pctVal>-0.00005632225</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-112000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>1035464.67000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-2004.65000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03727207"/>
        </identifiers>
        <balance>7163520.74000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458736"/>
        <valUSD>12298.56000000</valUSD>
        <pctVal>0.000345537918</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7163520.74000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
            <curPur>EUR</curPur>
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            <unrealizedAppr>12298.56000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>158140000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704815"/>
        <valUSD>8030.86000000</valUSD>
        <pctVal>0.000225633460</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-158140000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>2027259.16000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>8030.86000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03893868"/>
        </identifiers>
        <balance>410000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-627.97000000</valUSD>
        <pctVal>-0.00001764332</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-410000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>1867156.40000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-627.97000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.68676700"/>
        <valUSD>5329.93000000</valUSD>
        <pctVal>0.000149748663</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>390682.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>5329.93000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03879830"/>
        </identifiers>
        <balance>1907459.40000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15398527"/>
        <valUSD>1904.10000000</valUSD>
        <pctVal>0.000053497218</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1907459.40000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>420000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>1904.10000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>168710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704811"/>
        <valUSD>-8882.11000000</valUSD>
        <pctVal>-0.00024955001</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-168710000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>2145310.42000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-8882.11000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03809077"/>
        </identifiers>
        <balance>3292467.07000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-233806.34000000</valUSD>
        <pctVal>-0.00656897685</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3292467.07000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>15880000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-233806.34000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>9520000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.19181479"/>
        <valUSD>200184.82000000</valUSD>
        <pctVal>0.005624353258</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9520000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>2033840.37000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>200184.82000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03844602"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>3532.62000000</valUSD>
        <pctVal>0.000099251795</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-690000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7537794.60000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>3532.62000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03801254"/>
        </identifiers>
        <balance>630000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-39515.07000000</valUSD>
        <pctVal>-0.00111020762</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-630000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6847387.47000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-39515.07000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03888144"/>
        </identifiers>
        <balance>1132746.97000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>12826.67000000</valUSD>
        <pctVal>0.000360375592</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1132746.97000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>11350000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>12826.67000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03765589"/>
        </identifiers>
        <balance>6827674.26000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015052"/>
        <valUSD>74327.63000000</valUSD>
        <pctVal>0.002088294446</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-6827674.26000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>660000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>74327.63000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03818084"/>
        </identifiers>
        <balance>620000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
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        <pctVal>0.000003223712</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-620000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6742787.68000000</amtCurPur>
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            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>114.74000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>70340000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63371735"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-70340000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>43216122.26000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>160938.96000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>14640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="23.45925006"/>
        <valUSD>-8319.08000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-14640000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>615741.79000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-8319.08000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03797403"/>
        </identifiers>
        <balance>1308903.32000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-128198.64000000</valUSD>
        <pctVal>-0.00360184372</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1308903.32000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6130000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-128198.64000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>350.89000000</valUSD>
        <pctVal>0.000009858536</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>398183.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>350.89000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03868076"/>
        </identifiers>
        <balance>1737661.72000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15398527"/>
        <valUSD>-1133.57000000</valUSD>
        <pctVal>-0.00003184855</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1737661.72000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>380000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-1133.57000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>149020000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015052"/>
        <valUSD>97639.59000000</valUSD>
        <pctVal>0.002743262681</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-149020000.00000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>14289817.09000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>97639.59000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03801344"/>
        </identifiers>
        <balance>2291338.30000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-201244.20000000</valUSD>
        <pctVal>-0.00565411738</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2291338.30000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>163690000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-201244.20000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1360000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80648350"/>
        <valUSD>-1442.92000000</valUSD>
        <pctVal>-0.00004053999</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1360000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>1684890.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-1442.92000000</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>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03893882"/>
        </identifiers>
        <balance>430000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088130"/>
        <valUSD>-1164.48000000</valUSD>
        <pctVal>-0.00003271700</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-430000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>1956135.79000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-1164.48000000</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>CURRENCY CONTRACT - MXN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTMXN__03858420"/>
        </identifiers>
        <balance>285915.74000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>19949.97000000</valUSD>
        <pctVal>0.000560510426</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-285915.74000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7190000.00000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>19949.97000000</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>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__03765684"/>
        </identifiers>
        <balance>1067492.53000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-27872.52000000</valUSD>
        <pctVal>-0.00078310082</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1067492.53000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1265000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>-27872.52000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03748592"/>
        </identifiers>
        <balance>7119335.58000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458736"/>
        <valUSD>16759.64000000</valUSD>
        <pctVal>0.000470875543</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-7119335.58000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>16759.64000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 1 1/2 08/15/20</title>
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        <identifiers>
          <isin value="US9128282Q23"/>
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        <balance>436820000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>439396556.56000000</valUSD>
        <pctVal>12.34519907392</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>302000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="COP" exchangeRt="4063.91707241"/>
        <valUSD>10778.50000000</valUSD>
        <pctVal>0.000302830612</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-302000000.00000000</amtCurSold>
            <curSold>COP</curSold>
            <amtCurPur>85091.04000000</amtCurPur>
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            <unrealizedAppr>10778.50000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>8600000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.19181480"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-8600000.00000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03818045"/>
        </identifiers>
        <balance>620000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-17723.47000000</valUSD>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-620000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6960927.86000000</amtCurPur>
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            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-17723.47000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03797531"/>
        </identifiers>
        <balance>1652655.55000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-129487.82000000</valUSD>
        <pctVal>-0.00363806427</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1652655.55000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>119290000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-129487.82000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>-305.61000000</valUSD>
        <pctVal>-0.00000858635</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>397527.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-305.61000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>56790000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704760"/>
        <valUSD>120482.02000000</valUSD>
        <pctVal>0.003385039094</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-56790000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>845611.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>120482.02000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385298"/>
        <valUSD>1407.89000000</valUSD>
        <pctVal>0.000039555800</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>393120.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>1407.89000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>3035.39000000</valUSD>
        <pctVal>0.000085281719</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>400868.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>3035.39000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96755000"/>
        <valUSD>1765.10000000</valUSD>
        <pctVal>0.000049591901</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-670000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>694235.77000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>1765.10000000</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>CURRENCY CONTRACT - ILS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTILS__03756816"/>
        </identifiers>
        <balance>3089256.90000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-77106.76000000</valUSD>
        <pctVal>-0.00216637633</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3089256.90000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10650000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>-77106.76000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03801275"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-39009.59000000</valUSD>
        <pctVal>-0.00109600575</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7083244.35000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-39009.59000000</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>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__03801399"/>
        </identifiers>
        <balance>1368651.94000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-26303.19000000</valUSD>
        <pctVal>-0.00073900924</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1368651.94000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>101710000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-26303.19000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03818100"/>
        </identifiers>
        <balance>600000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088132"/>
        <valUSD>45.43000000</valUSD>
        <pctVal>0.000001276392</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-600000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6524628.60000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>45.43000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03801384"/>
        </identifiers>
        <balance>2153412.25000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-170446.81000000</valUSD>
        <pctVal>-0.00478883998</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2153412.25000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>155300000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-170446.81000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03874049"/>
        </identifiers>
        <balance>1972518.79000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15398528"/>
        <valUSD>-2779.44000000</valUSD>
        <pctVal>-0.00007809059</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1972518.79000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>430000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-2779.44000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>5579000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="107.88018352"/>
        <valUSD>1280009.41000000</valUSD>
        <pctVal>0.035962892168</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-5579000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>52994789.81000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>1280009.41000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__03780849"/>
        </identifiers>
        <balance>981093.91000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-13298.87000000</valUSD>
        <pctVal>-0.00037364243</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-981093.91000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>73330000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-13298.87000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>230000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.68676694"/>
        <valUSD>1862.97000000</valUSD>
        <pctVal>0.000052341638</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-230000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>138218.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>1862.97000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ICE FUTURES EUROPE</name>
        <lei>549300UF4R84F48NCH34</lei>
        <title>BRENT CRUDE FUTR  Jul20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H1JWQ436"/>
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        <balance>-527.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>894070.00000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>ICE Brent Crude Oil Future</issueTitle>
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                  <isin value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-05-29</expDate>
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            <unrealizedAppr>894070.00000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03780765"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-41088.06000000</valUSD>
        <pctVal>-0.00115440203</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7176694.80000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-41088.06000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__03780850"/>
        </identifiers>
        <balance>1022520.04000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-13151.91000000</valUSD>
        <pctVal>-0.00036951347</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1022520.04000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>76480000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-13151.91000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03801341"/>
        </identifiers>
        <balance>1864084.26000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-152324.14000000</valUSD>
        <pctVal>-0.00427966902</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1864084.26000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>134060000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-152324.14000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEW YORK MERCANTILE EXCHANGE</name>
        <lei>5493008GFNDTXFPHWI47</lei>
        <title>WTI CRUDE FUTURE  Jun20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CLM0 COMDTY"/>
        </identifiers>
        <balance>-596.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>307350.00000000</valUSD>
        <pctVal>0.008635245039</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>SOCIETE GENERALE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>NYMEX Light Sweet Crude Oil Fu</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-05-19</expDate>
            <notionalAmt>-14915310.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>307350.00000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__03892045"/>
        </identifiers>
        <balance>357696.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1985.93000000</valUSD>
        <pctVal>-0.00005579629</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-357696.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>600000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-1985.93000000</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>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__03780827"/>
        </identifiers>
        <balance>354995.90000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6538.28000000</valUSD>
        <pctVal>-0.00018369822</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-354995.90000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>424000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>-6538.28000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03801376"/>
        </identifiers>
        <balance>1900357.82000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-151441.03000000</valUSD>
        <pctVal>-0.00425485733</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1900357.82000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>136970000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-151441.03000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>15400000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31705000"/>
        <valUSD>28455.77000000</valUSD>
        <pctVal>0.000799487706</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-15400000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>225092.39000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>28455.77000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03840378"/>
        </identifiers>
        <balance>1701157.94000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-56261.05000000</valUSD>
        <pctVal>-0.00158069937</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1701157.94000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8540000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-56261.05000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03765617"/>
        </identifiers>
        <balance>40084937.20000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015052"/>
        <valUSD>409117.48000000</valUSD>
        <pctVal>0.011494484105</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-40084937.20000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>3850000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>409117.48000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03809134"/>
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        <balance>610000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-10153.50000000</valUSD>
        <pctVal>-0.00028527073</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-610000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6925139.07000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-10153.50000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03780770"/>
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        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-39194.07000000</valUSD>
        <pctVal>-0.00110118886</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7196581.92000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-39194.07000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>4410000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704658"/>
        <valUSD>2498.77000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-4410000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>58808.35000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>2498.77000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03756799"/>
        </identifiers>
        <balance>7072913.96000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458735"/>
        <valUSD>21446.52000000</valUSD>
        <pctVal>0.000602557200</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-7072913.96000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>21446.52000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03840384"/>
        </identifiers>
        <balance>3487840.28000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-109445.50000000</valUSD>
        <pctVal>-0.00307495920</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3487840.28000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>17540000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-109445.50000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>320000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="1.42385003"/>
        <valUSD>-41.03000000</valUSD>
        <pctVal>-0.00000115277</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-320000.00000000</amtCurSold>
            <curSold>SGD</curSold>
            <amtCurPur>224701.74000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-41.03000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03765615"/>
        </identifiers>
        <balance>31354619.17000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015052"/>
        <valUSD>318380.60000000</valUSD>
        <pctVal>0.008945158603</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-31354619.17000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>3010000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>318380.60000000</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>CURRENCY CONTRACT - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__03844618"/>
        </identifiers>
        <balance>19168258.62000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>28964.93000000</valUSD>
        <pctVal>0.000813792965</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-19168258.62000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2071000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>28964.93000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1310000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385300"/>
        <valUSD>2095.78000000</valUSD>
        <pctVal>0.000058882621</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1310000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>803881.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>2095.78000000</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>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__03765680"/>
        </identifiers>
        <balance>355328.24000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-9336.13000000</valUSD>
        <pctVal>-0.00026230606</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-355328.24000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>421000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>-9336.13000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03748598"/>
        </identifiers>
        <balance>820000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-25759.02000000</valUSD>
        <pctVal>-0.00072372035</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-820000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>8661245.08000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-25759.02000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OSAKA EXCHANGE</name>
        <lei>N/A</lei>
        <title>TOPIX INDX FUTR   Jun20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="TPM0 INDEX"/>
        </identifiers>
        <balance>-709.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="107.95500000"/>
        <valUSD>771724.35000000</valUSD>
        <pctVal>0.021682215276</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>TSE TOPIX (Tokyo Price Index)</indexName>
                <indexIdentifier>TPX</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2020-06-11</expDate>
            <notionalAmt>-92684180.79000000</notionalAmt>
            <curCd>JPY</curCd>
            <unrealizedAppr>771724.35000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>47830000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="17.89720831"/>
        <valUSD>266753.10000000</valUSD>
        <pctVal>0.007494642536</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-47830000.00000000</amtCurSold>
            <curSold>ZAR</curSold>
            <amtCurPur>2939236.94000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>266753.10000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03756875"/>
        </identifiers>
        <balance>1854409.06000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-283742.10000000</valUSD>
        <pctVal>-0.00797196213</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1854409.06000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>123010000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-283742.10000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03801386"/>
        </identifiers>
        <balance>2251837.28000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-170042.78000000</valUSD>
        <pctVal>-0.00477748844</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2251837.28000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>163040000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-170042.78000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>15570000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80624573"/>
        <valUSD>-510332.50000000</valUSD>
        <pctVal>-0.01433820136</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-15570000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>18801397.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-510332.50000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>147650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>3089742.46000000</valUSD>
        <pctVal>0.086808795349</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-147650000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>165185504.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>3089742.46000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__03879869"/>
        </identifiers>
        <balance>1065020.58000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1567.38000000</valUSD>
        <pctVal>-0.00004403679</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1065020.58000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1294000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>-1567.38000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - AUD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTAUD__03849250"/>
        </identifiers>
        <balance>19790074.92000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>905059.39000000</valUSD>
        <pctVal>0.025428370287</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-19790074.92000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>33810000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>905059.39000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>1475.39000000</valUSD>
        <pctVal>0.000041452266</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>399308.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>1475.39000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>-884.11000000</valUSD>
        <pctVal>-0.00002483978</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>396948.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-884.11000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>1793.89000000</valUSD>
        <pctVal>0.000050400779</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>399626.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>1793.89000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03862965"/>
        </identifiers>
        <balance>6704036.64000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458737"/>
        <valUSD>-7180.68000000</valUSD>
        <pctVal>-0.00020174697</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6704036.64000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>610000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-7180.68000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385300"/>
        <valUSD>2455.09000000</valUSD>
        <pctVal>0.000068977724</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>406408.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>2455.09000000</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>CURRENCY CONTRACT - MXN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTMXN__03818107"/>
        </identifiers>
        <balance>18360691.47000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1158191.58000000</valUSD>
        <pctVal>-0.03254032242</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-18360691.47000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>404380000.00000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-1158191.58000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03862957"/>
        </identifiers>
        <balance>6731995.38000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458733"/>
        <valUSD>-10003.49000000</valUSD>
        <pctVal>-0.00028105608</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6731995.38000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>610000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-10003.49000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>239890000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704815"/>
        <valUSD>149464.77000000</valUSD>
        <pctVal>0.004199332727</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-239890000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>3212527.10000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>149464.77000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>162690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704795"/>
        <valUSD>-41746.33000000</valUSD>
        <pctVal>-0.00117289666</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-162690000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>2035579.16000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-41746.33000000</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>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03894192"/>
        </identifiers>
        <balance>703151.62000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2537.68000000</valUSD>
        <pctVal>-0.00007129815</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-703151.62000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2910000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-2537.68000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03840392"/>
        </identifiers>
        <balance>1080000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-1282.32000000</valUSD>
        <pctVal>-0.00003602781</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1080000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>11730820.68000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-1282.32000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03780789"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-37184.68000000</valUSD>
        <pctVal>-0.00104473344</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6987131.52000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-37184.68000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03727252"/>
        </identifiers>
        <balance>6948729.45000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458734"/>
        <valUSD>12027.84000000</valUSD>
        <pctVal>0.000337931822</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-6948729.45000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>650000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>12027.84000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__03775715"/>
        </identifiers>
        <balance>1231425.30000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-20262.74000000</valUSD>
        <pctVal>-0.00056929795</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1231425.30000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>91770000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-20262.74000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03801359"/>
        </identifiers>
        <balance>2261025.14000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-185870.32000000</valUSD>
        <pctVal>-0.00522217588</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2261025.14000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>162520000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-185870.32000000</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>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03888132"/>
        </identifiers>
        <balance>742381.52000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3245.85000000</valUSD>
        <pctVal>-0.00009119476</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-742381.52000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3070000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-3245.85000000</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>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__03894278"/>
        </identifiers>
        <balance>1024502.20000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4657.11000000</valUSD>
        <pctVal>0.000130845244</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1024502.20000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>830000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>4657.11000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>-1092.11000000</valUSD>
        <pctVal>-0.00003068370</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>396740.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-1092.11000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1330000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80648350"/>
        <valUSD>-12583.09000000</valUSD>
        <pctVal>-0.00035353201</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1330000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>1636551.70000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-12583.09000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>9510000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.19181479"/>
        <valUSD>204760.34000000</valUSD>
        <pctVal>0.005752906166</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9510000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>2036489.78000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>204760.34000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03874050"/>
        </identifiers>
        <balance>963353.58000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15398523"/>
        <valUSD>-1364.74000000</valUSD>
        <pctVal>-0.00003834346</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-963353.58000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>210000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-1364.74000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03797486"/>
        </identifiers>
        <balance>600000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088132"/>
        <valUSD>-6095.54000000</valUSD>
        <pctVal>-0.00017125909</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-600000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6463804.80000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-6095.54000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03780722"/>
        </identifiers>
        <balance>1067519.44000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-94834.51000000</valUSD>
        <pctVal>-0.00266445170</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1067519.44000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5050000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-94834.51000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>144080000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458733"/>
        <valUSD>-583362.62000000</valUSD>
        <pctVal>-0.01639004122</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-144080000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>13963432.24000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-583362.62000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>137680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704809"/>
        <valUSD>-33769.00000000</valUSD>
        <pctVal>-0.00094876717</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-137680000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>1724213.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-33769.00000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03765607"/>
        </identifiers>
        <balance>6855272.16000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015058"/>
        <valUSD>71699.30000000</valUSD>
        <pctVal>0.002014449405</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6855272.16000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>660000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>71699.30000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03780752"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088130"/>
        <valUSD>-43696.77000000</valUSD>
        <pctVal>-0.00122769583</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-670000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7264577.51000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-43696.77000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03780790"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-37547.40000000</valUSD>
        <pctVal>-0.00105492435</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6983322.88000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-37547.40000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03775682"/>
        </identifiers>
        <balance>15159510.77000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-851998.98000000</valUSD>
        <pctVal>-0.02393759546</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-15159510.77000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>141710000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-851998.98000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03765587"/>
        </identifiers>
        <balance>6832750.32000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015048"/>
        <valUSD>73844.20000000</valUSD>
        <pctVal>0.002074712092</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6832750.32000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>660000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>73844.20000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03780818"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-8669.93000000</valUSD>
        <pctVal>-0.00024358864</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7090724.52000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-8669.93000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03809105"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-25282.86000000</valUSD>
        <pctVal>-0.00071034225</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7112102.40000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-25282.86000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1020000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80648350"/>
        <valUSD>-1408.59000000</valUSD>
        <pctVal>-0.00003957546</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1020000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>1263341.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-1408.59000000</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>CURRENCY CONTRACT - MXN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTMXN__03797495"/>
        </identifiers>
        <balance>14500180.61000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1530453.70000000</valUSD>
        <pctVal>-0.04299932559</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-14500180.61000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>304880000.00000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-1530453.70000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>405000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1216.79073876"/>
        <valUSD>6929.17000000</valUSD>
        <pctVal>0.000194680594</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-405000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>339771.94000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>6929.17000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>18910000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TRY" exchangeRt="6.61650898"/>
        <valUSD>102107.43000000</valUSD>
        <pctVal>0.002868790233</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-18910000.00000000</amtCurSold>
            <curSold>TRY</curSold>
            <amtCurPur>2960110.05000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>102107.43000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03827811"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>1989.92000000</valUSD>
        <pctVal>0.000055908400</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6978833.28000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>1989.92000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>14650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="23.45925010"/>
        <valUSD>-21142.18000000</valUSD>
        <pctVal>-0.00059400652</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-14650000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>603344.96000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-21142.18000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03797522"/>
        </identifiers>
        <balance>1743913.37000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-139154.21000000</valUSD>
        <pctVal>-0.00390964926</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1743913.37000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>125680000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-139154.21000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03765583"/>
        </identifiers>
        <balance>8898982.44000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015049"/>
        <valUSD>96630.58000000</valUSD>
        <pctVal>0.002714913735</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8898982.44000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>860000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>96630.58000000</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>CURRENCY CONTRACT - ILS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTILS__03858417"/>
        </identifiers>
        <balance>231923.58000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>11311.08000000</valUSD>
        <pctVal>0.000317793874</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-231923.58000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>860000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>11311.08000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03827810"/>
        </identifiers>
        <balance>630000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>180.26000000</valUSD>
        <pctVal>0.000005064549</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-630000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6852172.95000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>180.26000000</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>CURRENCY CONTRACT - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__03818103"/>
        </identifiers>
        <balance>73649708.76000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-373971.34000000</valUSD>
        <pctVal>-0.01050702508</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-73649708.76000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7905000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-373971.34000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>161700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704810"/>
        <valUSD>-73035.45000000</valUSD>
        <pctVal>-0.00205198961</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-161700000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>1991649.11000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-73035.45000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03809204"/>
        </identifiers>
        <balance>2179620.53000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-76502.45000000</valUSD>
        <pctVal>-0.00214939776</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2179620.53000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>164710000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-76502.45000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03727229"/>
        </identifiers>
        <balance>7159453.17000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458729"/>
        <valUSD>12709.23000000</valUSD>
        <pctVal>0.000357076021</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7159453.17000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>12709.23000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1320000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80648350"/>
        <valUSD>-832.88000000</valUSD>
        <pctVal>-0.00002340043</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1320000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>1635902.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-832.88000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>3100000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.68676700"/>
        <valUSD>28426.66000000</valUSD>
        <pctVal>0.000798669838</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3100000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>1866262.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>28426.66000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03809122"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-11925.40000000</valUSD>
        <pctVal>-0.00033505368</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7252357.76000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-11925.40000000</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>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__03827867"/>
        </identifiers>
        <balance>1323444.76000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-18709.76000000</valUSD>
        <pctVal>-0.00052566573</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1323444.76000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>98860000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-18709.76000000</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>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__03894277"/>
        </identifiers>
        <balance>1259649.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5100.99000000</valUSD>
        <pctVal>0.000143316409</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1259649.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1020000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>5100.99000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>10980000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.19181479"/>
        <valUSD>214117.62000000</valUSD>
        <pctVal>0.006015806461</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10980000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>2328985.05000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>214117.62000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>28220000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96682780"/>
        <valUSD>1333629.51000000</valUSD>
        <pctVal>0.037469391933</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-28220000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>30521867.70000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>1333629.51000000</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>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__03801403"/>
        </identifiers>
        <balance>1372006.53000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-29657.78000000</valUSD>
        <pctVal>-0.00083325914</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1372006.53000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>101710000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-29657.78000000</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>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__03887430"/>
        </identifiers>
        <balance>1057409.23000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5222.13000000</valUSD>
        <pctVal>0.000146719935</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1057409.23000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1293000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>5222.13000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03748601"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-20269.08000000</valUSD>
        <pctVal>-0.00056947607</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6975839.64000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-20269.08000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03780717"/>
        </identifiers>
        <balance>1817088.42000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15398529"/>
        <valUSD>23659.35000000</valUSD>
        <pctVal>0.000664728435</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1817088.42000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>420000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>23659.35000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03738018"/>
        </identifiers>
        <balance>6849127.56000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015055"/>
        <valUSD>72284.49000000</valUSD>
        <pctVal>0.002030890788</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6849127.56000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>660000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>72284.49000000</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>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__03765688"/>
        </identifiers>
        <balance>710984.11000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-18999.88000000</valUSD>
        <pctVal>-0.00053381688</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-710984.11000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>842000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>-18999.88000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385300"/>
        <valUSD>1181.29000000</valUSD>
        <pctVal>0.000033189291</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>405134.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>1181.29000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385302"/>
        <valUSD>1428.19000000</valUSD>
        <pctVal>0.000040126144</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-690000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>423742.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>1428.19000000</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>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03893872"/>
        </identifiers>
        <balance>420000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088130"/>
        <valUSD>-1131.43000000</valUSD>
        <pctVal>-0.00003178843</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-420000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>1910669.04000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-1131.43000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>39370000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.42317664"/>
        <valUSD>-488241.01000000</valUSD>
        <pctVal>-0.01371752321</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-39370000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>27175226.02000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-488241.01000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03775691"/>
        </identifiers>
        <balance>2261037.46000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-290329.88000000</valUSD>
        <pctVal>-0.00815705110</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2261037.46000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>154340000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-290329.88000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>27520000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458733"/>
        <valUSD>-72024.67000000</valUSD>
        <pctVal>-0.00202359093</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-27520000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>2706485.84000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-72024.67000000</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>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__03765681"/>
        </identifiers>
        <balance>79324.23000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2071.83000000</valUSD>
        <pctVal>-0.00005820972</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-79324.23000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>94000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>-2071.83000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03738061"/>
        </identifiers>
        <balance>8048405.32000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458728"/>
        <valUSD>21763.07000000</valUSD>
        <pctVal>0.000611450926</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8048405.32000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>760000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>21763.07000000</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>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03893883"/>
        </identifiers>
        <balance>420000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088130"/>
        <valUSD>-962.99000000</valUSD>
        <pctVal>-0.00002705597</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-420000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>1911368.76000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-962.99000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03809115"/>
        </identifiers>
        <balance>940000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-29590.32000000</valUSD>
        <pctVal>-0.00083136380</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-940000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>10525112.32000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-29590.32000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1140000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.42335000"/>
        <valUSD>754.74000000</valUSD>
        <pctVal>0.000021205026</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1140000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>801682.13000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>754.74000000</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>CURRENCY CONTRACT - AUD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTAUD__03893937"/>
        </identifiers>
        <balance>394995.20000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3283.09000000</valUSD>
        <pctVal>-0.00009224104</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-394995.20000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>640000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-3283.09000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03780819"/>
        </identifiers>
        <balance>760000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-12721.11000000</valUSD>
        <pctVal>-0.00035740979</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-760000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>8137962.20000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-12721.11000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>10400000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.19181479"/>
        <valUSD>190291.85000000</valUSD>
        <pctVal>0.005346402322</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10400000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>2193444.97000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>190291.85000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03849256"/>
        </identifiers>
        <balance>1623452.01000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-7446.75000000</valUSD>
        <pctVal>-0.00020922242</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1623452.01000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8390000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-7446.75000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80648350"/>
        <valUSD>-2345.65000000</valUSD>
        <pctVal>-0.00006590292</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-670000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>828421.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-2345.65000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03780802"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-40524.15000000</valUSD>
        <pctVal>-0.00113855853</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6952066.56000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-40524.15000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>2040.89000000</valUSD>
        <pctVal>0.000057340443</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>399873.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>2040.89000000</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>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__03801405"/>
        </identifiers>
        <balance>1166089.17000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-24611.02000000</valUSD>
        <pctVal>-0.00069146636</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1166089.17000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>86490000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-24611.02000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>-1241.61000000</valUSD>
        <pctVal>-0.00003488402</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>396591.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-1241.61000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96755000"/>
        <valUSD>3020.12000000</valUSD>
        <pctVal>0.000084852696</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-680000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>705826.18000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>3020.12000000</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>CURRENCY CONTRACT - AUD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTAUD__03827750"/>
        </identifiers>
        <balance>42709631.32000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-131886.79000000</valUSD>
        <pctVal>-0.00370546526</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-42709631.32000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>69560000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-131886.79000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03809088"/>
        </identifiers>
        <balance>1709579.47000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-126318.06000000</valUSD>
        <pctVal>-0.00354900732</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1709579.47000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8220000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-126318.06000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SINGAPORE EXCHANGE DERIVATIVES CLEARING LIMITED</name>
        <lei>N/A</lei>
        <title>FTSE CHINA A50    Apr20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="XUJ0 INDEX"/>
        </identifiers>
        <balance>304.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>31320.00000000</valUSD>
        <pctVal>0.000879960548</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>SGX FTSE China A50 Futures Con</indexName>
                <indexIdentifier>XIN9I</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2020-04-29</expDate>
            <notionalAmt>3799080.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>31320.00000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03862911"/>
        </identifiers>
        <balance>1426741.55000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-32238.80000000</valUSD>
        <pctVal>-0.00090577497</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1426741.55000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7240000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-32238.80000000</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>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__03894275"/>
        </identifiers>
        <balance>1233460.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6490.97000000</valUSD>
        <pctVal>0.000182369014</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1233460.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1000000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>6490.97000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03879832"/>
        </identifiers>
        <balance>1862463.13000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15398525"/>
        <valUSD>1757.79000000</valUSD>
        <pctVal>0.000049386521</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1862463.13000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>410000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>1757.79000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03780723"/>
        </identifiers>
        <balance>3319884.03000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-293967.15000000</valUSD>
        <pctVal>-0.00825924312</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3319884.03000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>15710000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-293967.15000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03868123"/>
        </identifiers>
        <balance>657119.16000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458743"/>
        <valUSD>-474.66000000</valUSD>
        <pctVal>-0.00001333595</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-657119.16000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>60000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-474.66000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>17220000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015052"/>
        <valUSD>-87847.96000000</valUSD>
        <pctVal>-0.00246815897</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-17220000.00000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>1552128.53000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-87847.96000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385298"/>
        <valUSD>1638.29000000</valUSD>
        <pctVal>0.000046029073</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>393350.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>1638.29000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>258860000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015052"/>
        <valUSD>3323972.75000000</valUSD>
        <pctVal>0.093389683424</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-258860000.00000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>27976952.68000000</amtCurPur>
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            <unrealizedAppr>3323972.75000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>81080000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="75.77017538"/>
        <valUSD>32103.50000000</valUSD>
        <pctVal>0.000901973610</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-81080000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>1102181.53000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>32103.50000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03738056"/>
        </identifiers>
        <balance>7710585.58000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458738"/>
        <valUSD>22935.35000000</valUSD>
        <pctVal>0.000644387074</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7710585.58000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>730000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>22935.35000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03797430"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-41302.38000000</valUSD>
        <pctVal>-0.00116042353</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6943895.04000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-41302.38000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>3061.39000000</valUSD>
        <pctVal>0.000086012210</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>400894.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>3061.39000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - CHF</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCHF__03879853"/>
        </identifiers>
        <balance>4527969.65000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-59748.92000000</valUSD>
        <pctVal>-0.00167869388</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-4527969.65000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>4320000.00000000</amtCurPur>
            <curPur>CHF</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-59748.92000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03862938"/>
        </identifiers>
        <balance>13159141.57000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>223502.12000000</valUSD>
        <pctVal>0.006279471524</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-13159141.57000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>12190000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>223502.12000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03893889"/>
        </identifiers>
        <balance>631242.66000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>521.02000000</valUSD>
        <pctVal>0.000014638475</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-631242.66000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3280000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>521.02000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>5030000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TRY" exchangeRt="6.61650897"/>
        <valUSD>796.26000000</valUSD>
        <pctVal>0.000022371564</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-5030000.00000000</amtCurSold>
            <curSold>TRY</curSold>
            <amtCurPur>761015.89000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>796.26000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385298"/>
        <valUSD>1977.49000000</valUSD>
        <pctVal>0.000055559169</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>393689.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>1977.49000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03874045"/>
        </identifiers>
        <balance>2069203.05000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15398529"/>
        <valUSD>-4097.75000000</valUSD>
        <pctVal>-0.00011512957</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2069203.05000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>450000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-4097.75000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03817991"/>
        </identifiers>
        <balance>1725263.14000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-165115.04000000</valUSD>
        <pctVal>-0.00463903962</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1725263.14000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8100000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-165115.04000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03868086"/>
        </identifiers>
        <balance>869731.65000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15398526"/>
        <valUSD>-783.63000000</valUSD>
        <pctVal>-0.00002201671</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-869731.65000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>190000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-783.63000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>89750000.00000000</balance>
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        <currencyConditional curCd="INR" exchangeRt="75.77017534"/>
        <valUSD>25685.51000000</valUSD>
        <pctVal>0.000721655027</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-89750000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>1210188.51000000</amtCurPur>
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            <unrealizedAppr>25685.51000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03797400"/>
        </identifiers>
        <balance>2483509.28000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-249223.11000000</valUSD>
        <pctVal>-0.00700212339</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2483509.28000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>11600000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-249223.11000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>5260000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15398526"/>
        <valUSD>124820.12000000</valUSD>
        <pctVal>0.003506921496</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-5260000.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>1391074.01000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>124820.12000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385300"/>
        <valUSD>1583.89000000</valUSD>
        <pctVal>0.000044500661</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>405537.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>1583.89000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96755001"/>
        <valUSD>2635.68000000</valUSD>
        <pctVal>0.000074051545</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>664100.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>2635.68000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03827799"/>
        </identifiers>
        <balance>610000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-2765.90000000</valUSD>
        <pctVal>-0.00007771018</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-610000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6605519.81000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-2765.90000000</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>CURRENCY CONTRACT - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__03801335"/>
        </identifiers>
        <balance>18952271.07000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1790376.62000000</valUSD>
        <pctVal>-0.05030206873</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-18952271.07000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>307150000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-1790376.62000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03775658"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088130"/>
        <valUSD>-66762.95000000</valUSD>
        <pctVal>-0.00187575868</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-670000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7022379.21000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-66762.95000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03727210"/>
        </identifiers>
        <balance>7807593.09000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458738"/>
        <valUSD>13141.15000000</valUSD>
        <pctVal>0.000369211161</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7807593.09000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>730000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>13141.15000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>71000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="107.95500022"/>
        <valUSD>-681.62000000</valUSD>
        <pctVal>-0.00001915066</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-71000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>656999.82000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-681.62000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>1033.39000000</valUSD>
        <pctVal>0.000029033921</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>398866.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>1033.39000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03809072"/>
        </identifiers>
        <balance>2259110.36000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15398525"/>
        <valUSD>27034.00000000</valUSD>
        <pctVal>0.000759541937</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-2259110.36000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>520000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>27034.00000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>18990000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704869"/>
        <valUSD>-3002.25000000</valUSD>
        <pctVal>-0.00008435062</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-18990000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>239473.69000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-3002.25000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.53568032"/>
        <valUSD>-2274.40000000</valUSD>
        <pctVal>-0.00006390109</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-680000.00000000</amtCurSold>
            <curSold>ILS</curSold>
            <amtCurPur>190050.68000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>-2274.40000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03780769"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088130"/>
        <valUSD>-39993.51000000</valUSD>
        <pctVal>-0.00112364977</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-670000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7303462.30000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-39993.51000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03797529"/>
        </identifiers>
        <balance>1671253.09000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-135061.38000000</valUSD>
        <pctVal>-0.00379465791</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1671253.09000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>120310000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-135061.38000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>169890000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704818"/>
        <valUSD>1517.50000000</valUSD>
        <pctVal>0.000042635380</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-169890000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>2170776.99000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>1517.50000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03727216"/>
        </identifiers>
        <balance>7147331.53000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458727"/>
        <valUSD>13933.07000000</valUSD>
        <pctVal>0.000391460789</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7147331.53000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>13933.07000000</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>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__03765679"/>
        </identifiers>
        <balance>355339.03000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-9346.92000000</valUSD>
        <pctVal>-0.00026260922</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-355339.03000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>421000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>-9346.92000000</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>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__03809178"/>
        </identifiers>
        <balance>45014.63000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-635.59000000</valUSD>
        <pctVal>-0.00001785741</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-45014.63000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>54000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>-635.59000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEW YORK MERCANTILE EXCHANGE</name>
        <lei>5493008GFNDTXFPHWI47</lei>
        <title>GASOLINE RBOB FUT Aug20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="XBQ0 COMDTY"/>
        </identifiers>
        <balance>-59.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-97419.00000000</valUSD>
        <pctVal>-0.00273706502</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>NYMEX Reformulated Gasoline Bl</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-07-31</expDate>
            <notionalAmt>-1793790.60000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-97419.00000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03801284"/>
        </identifiers>
        <balance>620000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-8861.02000000</valUSD>
        <pctVal>-0.00024895747</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-620000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6653886.50000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-8861.02000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03849281"/>
        </identifiers>
        <balance>2148492.23000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>88854.90000000</valUSD>
        <pctVal>0.002496449762</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2148492.23000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>22160000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>88854.90000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03775652"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-65190.97000000</valUSD>
        <pctVal>-0.00183159264</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6923610.54000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-65190.97000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03738052"/>
        </identifiers>
        <balance>6977921.94000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458735"/>
        <valUSD>20058.85000000</valUSD>
        <pctVal>0.000563569497</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6977921.94000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>660000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>20058.85000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03780737"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-33679.44000000</valUSD>
        <pctVal>-0.00094625091</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7254486.36000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-33679.44000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03797464"/>
        </identifiers>
        <balance>630000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-8514.36000000</valUSD>
        <pctVal>-0.00023921778</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-630000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6766056.36000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-8514.36000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03756812"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-20007.98000000</valUSD>
        <pctVal>-0.00056214026</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6869689.45000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-20007.98000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03818047"/>
        </identifiers>
        <balance>610000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-18361.14000000</valUSD>
        <pctVal>-0.00051587097</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-610000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6838957.66000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-18361.14000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03809085"/>
        </identifiers>
        <balance>31030.15000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2138.52000000</valUSD>
        <pctVal>-0.00006008343</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-31030.15000000</amtCurSold>
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            <amtCurPur>150000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-2138.52000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03780735"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088130"/>
        <valUSD>-37191.80000000</valUSD>
        <pctVal>-0.00104493348</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-670000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7332880.66000000</amtCurPur>
            <curPur>NOK</curPur>
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            <unrealizedAppr>-37191.80000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03738009"/>
        </identifiers>
        <balance>6833894.10000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015048"/>
        <valUSD>73735.27000000</valUSD>
        <pctVal>0.002071651617</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6833894.10000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>660000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>73735.27000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03840390"/>
        </identifiers>
        <balance>21076865.79000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015050"/>
        <valUSD>1751.53000000</valUSD>
        <pctVal>0.000049210641</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-21076865.79000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>1830000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>1751.53000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>73000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="107.95499986"/>
        <valUSD>-1337.80000000</valUSD>
        <pctVal>-0.00003758656</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-73000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>674869.88000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-1337.80000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03801352"/>
        </identifiers>
        <balance>2203542.71000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-182143.74000000</valUSD>
        <pctVal>-0.00511747462</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2203542.71000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>158310000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-182143.74000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>129850000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704800"/>
        <valUSD>91495.87000000</valUSD>
        <pctVal>0.002570649935</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-129850000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>1749500.14000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>91495.87000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>137000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="23.50704856"/>
        <valUSD>-361059.34000000</valUSD>
        <pctVal>-0.01014425207</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-137000000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>5466979.84000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-361059.34000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03874044"/>
        </identifiers>
        <balance>1924657.56000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15398526"/>
        <valUSD>-2236.06000000</valUSD>
        <pctVal>-0.00006282390</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1924657.56000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>420000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-2236.06000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03801295"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-9604.66000000</valUSD>
        <pctVal>-0.00026985063</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6972730.05000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-9604.66000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03727208"/>
        </identifiers>
        <balance>20961631.60000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458731"/>
        <valUSD>35406.35000000</valUSD>
        <pctVal>0.000994769833</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-20961631.60000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1960000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>35406.35000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__03809192"/>
        </identifiers>
        <balance>8962855.55000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-643122.25000000</valUSD>
        <pctVal>-0.01806903601</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-8962855.55000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>148900000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-643122.25000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385300"/>
        <valUSD>3398.89000000</valUSD>
        <pctVal>0.000095494543</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>407352.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>3398.89000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>2773000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="COP" exchangeRt="4063.91731498"/>
        <valUSD>96334.48000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-2773000000.00000000</amtCurSold>
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            <amtCurPur>778681.04000000</amtCurPur>
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            <settlementDt>2020-04-15</settlementDt>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__03780825"/>
        </identifiers>
        <balance>115656.45000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2243.36000000</valUSD>
        <pctVal>-0.00006302900</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-115656.45000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>138000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>-2243.36000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>66270000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15398526"/>
        <valUSD>-104432.87000000</valUSD>
        <pctVal>-0.00293412533</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-66270000.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>15848921.77000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-104432.87000000</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>CURRENCY CONTRACT - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__03888183"/>
        </identifiers>
        <balance>603461.34000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1557.64000000</valUSD>
        <pctVal>-0.00004376314</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-603461.34000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10750000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-1557.64000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>45900000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704819"/>
        <valUSD>85179.43000000</valUSD>
        <pctVal>0.002393184481</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-45900000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>671258.72000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>85179.43000000</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>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03893917"/>
        </identifiers>
        <balance>2763098.81000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-9726.59000000</valUSD>
        <pctVal>-0.00027327635</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2763098.81000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>11440000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-05-20</settlementDt>
            <unrealizedAppr>-9726.59000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>14690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="23.45924989"/>
        <valUSD>-23782.59000000</valUSD>
        <pctVal>-0.00066819096</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-14690000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>602409.64000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-23782.59000000</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>CURRENCY CONTRACT - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__03891923"/>
        </identifiers>
        <balance>663747.41000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3197.15000000</valUSD>
        <pctVal>0.000089826496</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-663747.41000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>72000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>3197.15000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03849284"/>
        </identifiers>
        <balance>2139086.21000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>46772.48000000</valUSD>
        <pctVal>0.001314110381</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2139086.21000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>171190000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>46772.48000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03894216"/>
        </identifiers>
        <balance>694534.02000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>11987.17000000</valUSD>
        <pctVal>0.000336789166</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-694534.02000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7000000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>11987.17000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03809119"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-13816.12000000</valUSD>
        <pctVal>-0.00038817498</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7232504.96000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-13816.12000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>10970000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="17.86000013"/>
        <valUSD>674.81000000</valUSD>
        <pctVal>0.000018959328</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10970000.00000000</amtCurSold>
            <curSold>ZAR</curSold>
            <amtCurPur>614896.53000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>674.81000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03756876"/>
        </identifiers>
        <balance>2327860.45000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-356386.76000000</valUSD>
        <pctVal>-0.01001297218</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2327860.45000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>154400000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-356386.76000000</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>CURRENCY CONTRACT - CAD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCAD__03748562"/>
        </identifiers>
        <balance>9333841.91000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-564726.63000000</valUSD>
        <pctVal>-0.01586644812</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9333841.91000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>12480000.00000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-564726.63000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>750000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96755000"/>
        <valUSD>7171.96000000</valUSD>
        <pctVal>0.000201501974</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-750000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>782325.70000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>7171.96000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03858392"/>
        </identifiers>
        <balance>68146.42000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-732.61000000</valUSD>
        <pctVal>-0.00002058326</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-68146.42000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>350000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-732.61000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>43000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="107.95500064"/>
        <valUSD>-607.86000000</valUSD>
        <pctVal>-0.00001707831</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-43000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>397706.25000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-607.86000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80648350"/>
        <valUSD>144.23000000</valUSD>
        <pctVal>0.000004052257</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-690000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>855710.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>144.23000000</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>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__03894285"/>
        </identifiers>
        <balance>1445359.50000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5383.14000000</valUSD>
        <pctVal>0.000151243640</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1445359.50000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1170000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>5383.14000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03894221"/>
        </identifiers>
        <balance>671973.64000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>11333.28000000</valUSD>
        <pctVal>0.000318417601</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-671973.64000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6770000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>11333.28000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385300"/>
        <valUSD>1405.69000000</valUSD>
        <pctVal>0.000039493989</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>405358.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>1405.69000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385298"/>
        <valUSD>1343.89000000</valUSD>
        <pctVal>0.000037757668</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>393056.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>1343.89000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03879825"/>
        </identifiers>
        <balance>2133747.83000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15398527"/>
        <valUSD>2320.97000000</valUSD>
        <pctVal>0.000065209515</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2133747.83000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>470000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>2320.97000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>564000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1216.79072826"/>
        <valUSD>8471.90000000</valUSD>
        <pctVal>0.000238024833</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-564000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>471986.28000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>8471.90000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>630000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.68676699"/>
        <valUSD>4365.83000000</valUSD>
        <pctVal>0.000122661499</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-630000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>377861.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>4365.83000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03797398"/>
        </identifiers>
        <balance>1687698.65000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-169924.94000000</valUSD>
        <pctVal>-0.00477417763</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1687698.65000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7880000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-169924.94000000</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>CURRENCY CONTRACT - ILS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTILS__03818102"/>
        </identifiers>
        <balance>5546811.81000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>194657.47000000</valUSD>
        <pctVal>0.005469057921</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-5546811.81000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>20300000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>194657.47000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>37240000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.68695461"/>
        <valUSD>264062.21000000</valUSD>
        <pctVal>0.007419039821</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-37240000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>22339345.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>264062.21000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03840389"/>
        </identifiers>
        <balance>6160000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-18284.34000000</valUSD>
        <pctVal>-0.00051371321</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6160000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>70817183.36000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-18284.34000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03780771"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-39240.71000000</valUSD>
        <pctVal>-0.00110249925</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7196092.20000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-39240.71000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>33430000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.68695461"/>
        <valUSD>27607.23000000</valUSD>
        <pctVal>0.000775647294</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-33430000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>19844382.30000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>27607.23000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385298"/>
        <valUSD>-1888.11000000</valUSD>
        <pctVal>-0.00005304796</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>389824.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-1888.11000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80648350"/>
        <valUSD>-2688.74000000</valUSD>
        <pctVal>-0.00007554230</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1690000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>2092828.40000000</amtCurPur>
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            <unrealizedAppr>-2688.74000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03868107"/>
        </identifiers>
        <balance>1760229.30000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015068"/>
        <valUSD>-2962.80000000</valUSD>
        <pctVal>-0.00008324224</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1760229.30000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>150000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-2962.80000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>-2197.11000000</valUSD>
        <pctVal>-0.00006172956</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>395635.50000000</amtCurPur>
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          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03748590"/>
        </identifiers>
        <balance>7113439.58000000</balance>
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        <currencyConditional curCd="SEK" exchangeRt="9.90458736"/>
        <valUSD>17354.92000000</valUSD>
        <pctVal>0.000487600412</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-7113439.58000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>17354.92000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03748594"/>
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        <balance>7100564.86000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458730"/>
        <valUSD>18654.79000000</valUSD>
        <pctVal>0.000524121304</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <curSold>SEK</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
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            <unrealizedAppr>18654.79000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>46440000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.42317664"/>
        <valUSD>352828.53000000</valUSD>
        <pctVal>0.009913000857</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-46440000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>32984055.58000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>352828.53000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03756794"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-74567.18000000</valUSD>
        <pctVal>-0.00209502479</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6709884.35000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-74567.18000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NEW YORK MERCANTILE EXCHANGE</name>
        <lei>5493008GFNDTXFPHWI47</lei>
        <title>GASOLINE RBOB FUT Jul20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="XBN0 COMDTY"/>
        </identifiers>
        <balance>-117.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-160280.40000000</valUSD>
        <pctVal>-0.00450320653</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>NYMEX Reformulated Gasoline Bl</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-06-30</expDate>
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            <curCd>USD</curCd>
            <unrealizedAppr>-160280.40000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03879836"/>
        </identifiers>
        <balance>2535421.28000000</balance>
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        <currencyConditional curCd="PLN" exchangeRt="4.15398524"/>
        <valUSD>4430.45000000</valUSD>
        <pctVal>0.000124477050</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-2535421.28000000</amtCurSold>
            <curSold>PLN</curSold>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03854144"/>
        </identifiers>
        <balance>600000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.91088132"/>
        <valUSD>9693.01000000</valUSD>
        <pctVal>0.000272332899</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-600000.00000000</amtCurSold>
            <curSold>EUR</curSold>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - AUD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTAUD__03809074"/>
        </identifiers>
        <balance>810002.19000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-32633.94000000</valUSD>
        <pctVal>-0.00091687674</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-810002.19000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1270000.00000000</amtCurPur>
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            <settlementDt>2020-04-15</settlementDt>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03738070"/>
        </identifiers>
        <balance>8940756.72000000</balance>
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        <currencyConditional curCd="SEK" exchangeRt="9.90458737"/>
        <valUSD>19495.35000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-8940756.72000000</amtCurSold>
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            <amtCurPur>840000.00000000</amtCurPur>
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            <unrealizedAppr>19495.35000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__03748685"/>
        </identifiers>
        <balance>1258514.75000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-63641.32000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-1258514.75000000</amtCurSold>
            <curSold>USD</curSold>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__03801397"/>
        </identifiers>
        <balance>468624.30000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-7361.02000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-468624.30000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>34950000.00000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03727238"/>
        </identifiers>
        <balance>7159689.68000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458727"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-7159689.68000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
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            <settlementDt>2020-04-15</settlementDt>
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          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>8650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.68695461"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8650000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>5448124.65000000</amtCurPur>
            <curPur>USD</curPur>
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            <unrealizedAppr>320541.51000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03868115"/>
        </identifiers>
        <balance>6777223.72000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458738"/>
        <valUSD>-3591.51000000</valUSD>
        <pctVal>-0.00010090635</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-6777223.72000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>620000.00000000</amtCurPur>
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            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-3591.51000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>189690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704810"/>
        <valUSD>-41555.90000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-189690000.00000000</amtCurSold>
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            <unrealizedAppr>-41555.90000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CME GLOBEX</name>
        <lei>N/A</lei>
        <title>90DAY EURO$ FUTR  DEC21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="EDZ1 COMDTY"/>
        </identifiers>
        <balance>2261.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1105875.00000000</valUSD>
        <pctVal>0.031070446097</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <isin value="N/A"/>
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            <unrealizedAppr>1105875.00000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385300"/>
        <valUSD>2191.09000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>406144.20000000</amtCurPur>
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            <unrealizedAppr>2191.09000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>870000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80648350"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-870000.00000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ISHARES TRUST</name>
        <lei>5493000860OXIC4B5K91</lei>
        <title>ISHARES RUSSELL MID-CAP E</title>
        <cusip>464287499</cusip>
        <identifiers>
          <isin value="US4642874998"/>
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        <balance>1588703.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>68584308.51000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03756757"/>
        </identifiers>
        <balance>470000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-28997.01000000</valUSD>
        <pctVal>-0.00081469427</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-470000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>2022935.93000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-28997.01000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - CAD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCAD__03862936"/>
        </identifiers>
        <balance>16790704.86000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>304854.01000000</valUSD>
        <pctVal>0.008565118196</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-16790704.86000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>24330000.00000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>304854.01000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>166550000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704803"/>
        <valUSD>-36866.83000000</valUSD>
        <pctVal>-0.00103580319</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-166550000.00000000</amtCurSold>
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            <settlementDt>2020-04-15</settlementDt>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>45950000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15350000"/>
        <valUSD>32858.69000000</valUSD>
        <pctVal>0.000923191279</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-45950000.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>11095817.64000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03818098"/>
        </identifiers>
        <balance>600000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.91088132"/>
        <valUSD>-3374.50000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-600000.00000000</amtCurSold>
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            <unrealizedAppr>-3374.50000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03862928"/>
        </identifiers>
        <balance>1241893.20000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-28444.67000000</valUSD>
        <pctVal>-0.00079917584</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-1241893.20000000</amtCurSold>
            <curSold>USD</curSold>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>660000.00000000</balance>
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        <currencyConditional curCd="AUD" exchangeRt="1.63385300"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-660000.00000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTEUR__03891982"/>
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        <balance>1668792.80000000</balance>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-1668792.80000000</amtCurSold>
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            <amtCurPur>1520000.00000000</amtCurPur>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>4170000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.68676700"/>
        <valUSD>39072.44000000</valUSD>
        <pctVal>0.001097771575</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-4170000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>2511257.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>39072.44000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>685120000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="23.50704854"/>
        <valUSD>5928790.12000000</valUSD>
        <pctVal>0.166574118996</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-685120000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>35074090.89000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>5928790.12000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>318.39000000</valUSD>
        <pctVal>0.000008945422</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>398151.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>318.39000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - CAD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCAD__03780726"/>
        </identifiers>
        <balance>4356988.46000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-183226.86000000</valUSD>
        <pctVal>-0.00514790575</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-4356988.46000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5940000.00000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-183226.86000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>405000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1216.79073876"/>
        <valUSD>6370.26000000</valUSD>
        <pctVal>0.000178977569</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-405000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>339213.03000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>6370.26000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03809073"/>
        </identifiers>
        <balance>2264916.68000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15398526"/>
        <valUSD>25636.23000000</valUSD>
        <pctVal>0.000720270466</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2264916.68000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>520000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>25636.23000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03780812"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-41854.66000000</valUSD>
        <pctVal>-0.00117594028</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6938096.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-41854.66000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03748589"/>
        </identifiers>
        <balance>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-78187.02000000</valUSD>
        <pctVal>-0.00219672710</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-680000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7017699.28000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-78187.02000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03756800"/>
        </identifiers>
        <balance>7078890.36000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458731"/>
        <valUSD>20843.12000000</valUSD>
        <pctVal>0.000585604192</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7078890.36000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>20843.12000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>920000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385301"/>
        <valUSD>-874.15000000</valUSD>
        <pctVal>-0.00002455994</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-920000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>562212.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-874.15000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>25950000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="75.77017536"/>
        <valUSD>10007.96000000</valUSD>
        <pctVal>0.000281181672</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-25950000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>352491.00000000</amtCurPur>
            <curPur>USD</curPur>
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            <unrealizedAppr>10007.96000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03801389"/>
        </identifiers>
        <balance>655420.53000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-47251.54000000</valUSD>
        <pctVal>-0.00132756995</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-655420.53000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>47630000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-47251.54000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03862946"/>
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        <balance>14592194.79000000</balance>
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        <currencyConditional curCd="NOK" exchangeRt="10.50015048"/>
        <valUSD>-39372.33000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-14592194.79000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__03756902"/>
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        <balance>1031755.67000000</balance>
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        <valUSD>-22783.48000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-1031755.67000000</amtCurSold>
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            <amtCurPur>76450000.00000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - CHF</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCHF__03894181"/>
        </identifiers>
        <balance>31782865.43000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-73909.82000000</valUSD>
        <pctVal>-0.00207655573</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-31782865.43000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>30680000.00000000</amtCurPur>
            <curPur>CHF</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-73909.82000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03756852"/>
        </identifiers>
        <balance>25661265.39000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1083764.89000000</valUSD>
        <pctVal>-0.03044924480</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-25661265.39000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>243430000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-1083764.89000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03797512"/>
        </identifiers>
        <balance>2228740.56000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-188444.05000000</valUSD>
        <pctVal>-0.00529448689</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2228740.56000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>159790000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-188444.05000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03827791"/>
        </identifiers>
        <balance>630000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-3450.55000000</valUSD>
        <pctVal>-0.00009694597</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-630000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7226070.39000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-3450.55000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03756781"/>
        </identifiers>
        <balance>6938642.61000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015056"/>
        <valUSD>74737.75000000</valUSD>
        <pctVal>0.002099817097</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6938642.61000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>74737.75000000</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>CURRENCY CONTRACT - COP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCOP__03854180"/>
        </identifiers>
        <balance>67179.99000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3.43000000</valUSD>
        <pctVal>-0.00000009636</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-67179.99000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>273000000.00000000</amtCurPur>
            <curPur>COP</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-3.43000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03765610"/>
        </identifiers>
        <balance>6963836.62000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015049"/>
        <valUSD>72338.35000000</valUSD>
        <pctVal>0.002032404027</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6963836.62000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>72338.35000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03818099"/>
        </identifiers>
        <balance>600000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088132"/>
        <valUSD>-2996.19000000</valUSD>
        <pctVal>-0.00008418036</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-600000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6494502.60000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-2996.19000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Chicago Board of Trade</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
        <title>US 5YR NOTE (CBT) Jun20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FVM0 COMDTY"/>
        </identifiers>
        <balance>4045.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1331334.50000000</valUSD>
        <pctVal>0.037404911784</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>CBOT 5 Year US Treasury Note</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-06-30</expDate>
            <notionalAmt>505745820.50000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1331334.50000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03809158"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-1236.70000000</valUSD>
        <pctVal>-0.00003474607</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6946874.88000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-1236.70000000</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>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03894203"/>
        </identifiers>
        <balance>599197.22000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>297.18000000</valUSD>
        <pctVal>0.000008349510</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-599197.22000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2490000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>297.18000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>9670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.19181479"/>
        <valUSD>69520.75000000</valUSD>
        <pctVal>0.001953241293</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9670000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>1932067.93000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>69520.75000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03894222"/>
        </identifiers>
        <balance>729419.94000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>12427.31000000</valUSD>
        <pctVal>0.000349155253</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-729419.94000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7350000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>12427.31000000</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>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__03818121"/>
        </identifiers>
        <balance>1195063.38000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-12935.99000000</valUSD>
        <pctVal>-0.00036344702</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1195063.38000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>89570000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-12935.99000000</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>CURRENCY CONTRACT - AUD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTAUD__03858391"/>
        </identifiers>
        <balance>13699492.50000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>764453.78000000</valUSD>
        <pctVal>0.021477942774</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-13699492.50000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>23630000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>764453.78000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03818019"/>
        </identifiers>
        <balance>1744741.77000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-134514.84000000</valUSD>
        <pctVal>-0.00377930243</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1744741.77000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8360000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-134514.84000000</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>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03765697"/>
        </identifiers>
        <balance>14744687.38000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1104773.79000000</valUSD>
        <pctVal>-0.03103950671</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-14744687.38000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>56660000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-1104773.79000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03818076"/>
        </identifiers>
        <balance>620000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-305.04000000</valUSD>
        <pctVal>-0.00000857034</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-620000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6738629.96000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-305.04000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03862958"/>
        </identifiers>
        <balance>6978533.31000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458730"/>
        <valUSD>-12938.02000000</valUSD>
        <pctVal>-0.00036350406</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6978533.31000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>630000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-12938.02000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03780742"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-35516.23000000</valUSD>
        <pctVal>-0.00099785699</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7235199.84000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-35516.23000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03827808"/>
        </identifiers>
        <balance>630000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>1931.35000000</valUSD>
        <pctVal>0.000054262829</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-630000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6869516.85000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>1931.35000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>33290000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704873"/>
        <valUSD>18220.35000000</valUSD>
        <pctVal>0.000511915363</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-33290000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>443287.44000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>18220.35000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>350000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91136850"/>
        <valUSD>3380.65000000</valUSD>
        <pctVal>0.000094982076</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-350000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>387418.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>3380.65000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>54610000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.68695461"/>
        <valUSD>-661882.92000000</valUSD>
        <pctVal>-0.01859613210</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-54610000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>31710061.04000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-661882.92000000</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>CURRENCY CONTRACT - COP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCOP__03797539"/>
        </identifiers>
        <balance>398518.66000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-26217.78000000</valUSD>
        <pctVal>-0.00073660958</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-398518.66000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1513000000.00000000</amtCurPur>
            <curPur>COP</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-26217.78000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03809217"/>
        </identifiers>
        <balance>2189736.52000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-80106.45000000</valUSD>
        <pctVal>-0.00225065503</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2189736.52000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>165220000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-80106.45000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03818067"/>
        </identifiers>
        <balance>600000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088132"/>
        <valUSD>-22186.76000000</valUSD>
        <pctVal>-0.00062335483</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-600000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6683513.40000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-22186.76000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>72610000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="75.77017550"/>
        <valUSD>24756.85000000</valUSD>
        <pctVal>0.000695563579</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-72610000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>983049.47000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>24756.85000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEW YORK MERCANTILE EXCHANGE</name>
        <lei>5493008GFNDTXFPHWI47</lei>
        <title>PLATINUM FUTURE   Jul20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="PLN0 COMDTY"/>
        </identifiers>
        <balance>28.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>525.00000000</valUSD>
        <pctVal>0.000014750296</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>NYMEX Platinum Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-07-29</expDate>
            <notionalAmt>1021335.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>525.00000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03862931"/>
        </identifiers>
        <balance>622795.09000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-14144.72000000</valUSD>
        <pctVal>-0.00039740726</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-622795.09000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3160000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-14144.72000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03775623"/>
        </identifiers>
        <balance>1902445.16000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15398526"/>
        <valUSD>25067.94000000</valUSD>
        <pctVal>0.000704303902</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1902445.16000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>440000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>25067.94000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03879829"/>
        </identifiers>
        <balance>1902971.28000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15398530"/>
        <valUSD>2984.54000000</valUSD>
        <pctVal>0.000083853047</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1902971.28000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>420000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>2984.54000000</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>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__03894284"/>
        </identifiers>
        <balance>826927.40000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3839.75000000</valUSD>
        <pctVal>0.000107880859</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-826927.40000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>3839.75000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80648350"/>
        <valUSD>-4640.62000000</valUSD>
        <pctVal>-0.00013038194</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>788928.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-4640.62000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03727231"/>
        </identifiers>
        <balance>7159046.48000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458728"/>
        <valUSD>12750.29000000</valUSD>
        <pctVal>0.000358229635</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7159046.48000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>12750.29000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>2469.89000000</valUSD>
        <pctVal>0.000069393542</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>400302.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>2469.89000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EUREX DEUTSCHLAND</name>
        <lei>529900UT4DG0LG5R9O07</lei>
        <title>DAX INDEX FUTURE  Jun20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000C4FMPX2"/>
        </identifiers>
        <balance>-57.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91136850"/>
        <valUSD>-226856.66000000</valUSD>
        <pctVal>-0.00637372001</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Eurex DAX Index Future</indexName>
                <indexIdentifier>DAX</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2020-06-19</expDate>
            <notionalAmt>-15264338.73000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>-226856.66000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>630000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96755000"/>
        <valUSD>2208.06000000</valUSD>
        <pctVal>0.000062037218</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-630000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>653337.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>2208.06000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03879858"/>
        </identifiers>
        <balance>8705145.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015057"/>
        <valUSD>-5671.13000000</valUSD>
        <pctVal>-0.00015933495</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8705145.00000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>750000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-5671.13000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03748605"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088130"/>
        <valUSD>-21187.17000000</valUSD>
        <pctVal>-0.00059527055</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-670000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7075482.74000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-21187.17000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03727254"/>
        </identifiers>
        <balance>6841326.08000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458734"/>
        <valUSD>11893.26000000</valUSD>
        <pctVal>0.000334150689</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6841326.08000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>640000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>11893.26000000</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>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__03893929"/>
        </identifiers>
        <balance>1294470.98000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3197.74000000</valUSD>
        <pctVal>-0.00008984307</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1294470.98000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>97840000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-3197.74000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03891987"/>
        </identifiers>
        <balance>800269.80000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>723.43000000</valUSD>
        <pctVal>0.000020325346</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-800269.80000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>730000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>723.43000000</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>CURRENCY CONTRACT - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__03891931"/>
        </identifiers>
        <balance>931373.45000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4201.56000000</valUSD>
        <pctVal>0.000118046201</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-931373.45000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>101000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>4201.56000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03827788"/>
        </identifiers>
        <balance>440000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088132"/>
        <valUSD>-1487.38000000</valUSD>
        <pctVal>-0.00004178913</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-440000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>5056465.92000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTNOK__03775644"/>
        </identifiers>
        <balance>670000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.91088130"/>
        <valUSD>-69420.89000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-670000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6994470.36000000</amtCurPur>
            <curPur>NOK</curPur>
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          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03844605"/>
        </identifiers>
        <balance>640000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>7230.97000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <curSold>EUR</curSold>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>21670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.19181480"/>
        <valUSD>460226.92000000</valUSD>
        <pctVal>0.012930444860</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-21670000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>4634104.62000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>460226.92000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03874037"/>
        </identifiers>
        <balance>1976472.21000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15398526"/>
        <valUSD>-3731.16000000</valUSD>
        <pctVal>-0.00010482993</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1976472.21000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>430000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-3731.16000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ICE FUTURES U.S.</name>
        <lei>5493004R83R1LVX2IL36</lei>
        <title>MSCI EAFE         Jun20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="MFSM0 INDEX"/>
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        <balance>-149.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>42475.00000000</valUSD>
        <pctVal>0.001193369230</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>ICE US mini MSCI EAFE Index</indexName>
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            <expDate>2020-06-19</expDate>
            <notionalAmt>-11659260.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>42475.00000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03801214"/>
        </identifiers>
        <balance>100000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088129"/>
        <valUSD>-5599.55000000</valUSD>
        <pctVal>-0.00015732385</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-100000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>432779.80000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-5599.55000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03748588"/>
        </identifiers>
        <balance>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-76514.83000000</valUSD>
        <pctVal>-0.00214974558</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-680000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7035257.56000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-76514.83000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>630000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96755000"/>
        <valUSD>5045.67000000</valUSD>
        <pctVal>0.000141762150</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-630000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>656174.81000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>5045.67000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>955000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="851.97308447"/>
        <valUSD>38996.29000000</valUSD>
        <pctVal>0.001095632079</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-955000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>1159923.72000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>38996.29000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03801248"/>
        </identifiers>
        <balance>1410000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-82064.17000000</valUSD>
        <pctVal>-0.00230565875</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1410000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>15392036.58000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-82064.17000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ishares Inc</name>
        <lei>549300MGJZCNMJLBAJ67</lei>
        <title>ISHARES MSCI AUSTRIA ETF</title>
        <cusip>464286202</cusip>
        <identifiers>
          <isin value="US4642862027"/>
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        <balance>59335.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>777881.85000000</valUSD>
        <pctVal>0.021855215182</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>7330000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50099999"/>
        <valUSD>-219.29000000</valUSD>
        <pctVal>-0.00000616112</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-7330000.00000000</amtCurSold>
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            <amtCurPur>697809.47000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-219.29000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__03894296"/>
        </identifiers>
        <balance>1155590.10000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2435.70000000</valUSD>
        <pctVal>-0.00006843294</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurPur>930000.00000000</amtCurPur>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <ticker value="USD"/>
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        <balance>1190000.00000000</balance>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTNOK__03818061"/>
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        <balance>600000.00000000</balance>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-600000.00000000</amtCurSold>
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            <amtCurPur>6642815.40000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>9610000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.19181478"/>
        <valUSD>70817.29000000</valUSD>
        <pctVal>0.001989668625</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9610000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>1921807.82000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>70817.29000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>8690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="23.50704880"/>
        <valUSD>5900.16000000</valUSD>
        <pctVal>0.000165769732</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8690000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>375576.51000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>5900.16000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03748611"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088130"/>
        <valUSD>-21154.22000000</valUSD>
        <pctVal>-0.00059434479</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-670000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7075809.03000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-21154.22000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03827789"/>
        </identifiers>
        <balance>630000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-2849.83000000</valUSD>
        <pctVal>-0.00008006826</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-630000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7232377.95000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-2849.83000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03797528"/>
        </identifiers>
        <balance>1872940.50000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-153646.89000000</valUSD>
        <pctVal>-0.00431683274</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1872940.50000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>134650000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-153646.89000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>15880000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.42317664"/>
        <valUSD>385975.18000000</valUSD>
        <pctVal>0.010844282604</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-15880000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>11544112.25000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>385975.18000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03748629"/>
        </identifiers>
        <balance>3656413.04000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-177217.10000000</valUSD>
        <pctVal>-0.00497905672</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3656413.04000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>34460000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-177217.10000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03775688"/>
        </identifiers>
        <balance>2004763.91000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-255208.69000000</valUSD>
        <pctVal>-0.00717029306</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2004763.91000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>137020000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-255208.69000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>406000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1216.79075335"/>
        <valUSD>6405.93000000</valUSD>
        <pctVal>0.000179979747</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-406000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>340070.53000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>6405.93000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03801363"/>
        </identifiers>
        <balance>1861282.46000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-151820.69000000</valUSD>
        <pctVal>-0.00426552419</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1861282.46000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>133880000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-151820.69000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03775619"/>
        </identifiers>
        <balance>1943014.95000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15398530"/>
        <valUSD>26279.85000000</valUSD>
        <pctVal>0.000738353487</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1943014.95000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>450000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>26279.85000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03797534"/>
        </identifiers>
        <balance>1854004.09000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-143010.08000000</valUSD>
        <pctVal>-0.00401798302</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1854004.09000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>134000000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-143010.08000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>812360000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458733"/>
        <valUSD>3527884.87000000</valUSD>
        <pctVal>0.099118758169</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-812360000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>85546445.88000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>3527884.87000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__03888189"/>
        </identifiers>
        <balance>114225.86000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>555.77000000</valUSD>
        <pctVal>0.000015614804</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-114225.86000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2050000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>555.77000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>990000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.42334999"/>
        <valUSD>1292.47000000</valUSD>
        <pctVal>0.000036312982</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-990000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>696834.68000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>1292.47000000</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>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__03894293"/>
        </identifiers>
        <balance>1055547.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1588.67000000</valUSD>
        <pctVal>-0.00004463495</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1055547.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>850000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-1588.67000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03892005"/>
        </identifiers>
        <balance>714831.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1617.85000000</valUSD>
        <pctVal>-0.00004545479</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-714831.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>650000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-1617.85000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>830000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91136850"/>
        <valUSD>8730.77000000</valUSD>
        <pctVal>0.000245297993</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-830000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>919449.10000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>8730.77000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>26610000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.68695461"/>
        <valUSD>38606.37000000</valUSD>
        <pctVal>0.001084676964</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-26610000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>15812593.35000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>38606.37000000</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>CURRENCY CONTRACT - COP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCOP__03756904"/>
        </identifiers>
        <balance>656170.27000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-100548.73000000</valUSD>
        <pctVal>-0.00282499730</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-656170.27000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2258000000.00000000</amtCurPur>
            <curPur>COP</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-100548.73000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>45930000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704797"/>
        <valUSD>85022.01000000</valUSD>
        <pctVal>0.002388761640</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-45930000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>671484.36000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>85022.01000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385298"/>
        <valUSD>2508.69000000</valUSD>
        <pctVal>0.000070483659</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>394220.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>2508.69000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>7070000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="23.45924989"/>
        <valUSD>-9425.16000000</valUSD>
        <pctVal>-0.00026480743</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7070000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>291948.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-9425.16000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>63270000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015051"/>
        <valUSD>-220538.00000000</valUSD>
        <pctVal>-0.00619619219</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-63270000.00000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>5805089.91000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-220538.00000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03801294"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-9251.20000000</valUSD>
        <pctVal>-0.00025991989</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6976230.95000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-9251.20000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03868113"/>
        </identifiers>
        <balance>8202299.25000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458730"/>
        <valUSD>-4752.94000000</valUSD>
        <pctVal>-0.00013353766</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8202299.25000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>750000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-4752.94000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03775698"/>
        </identifiers>
        <balance>851181.75000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-106005.55000000</valUSD>
        <pctVal>-0.00297831104</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-851181.75000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>58360000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-106005.55000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03818039"/>
        </identifiers>
        <balance>620000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-15620.23000000</valUSD>
        <pctVal>-0.00043886290</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-620000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6983012.26000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-15620.23000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>1644.39000000</valUSD>
        <pctVal>0.000046200457</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>399477.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>1644.39000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03801263"/>
        </identifiers>
        <balance>630000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-40326.68000000</valUSD>
        <pctVal>-0.00113301045</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-630000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6838865.46000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-40326.68000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>360000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96755001"/>
        <valUSD>373.39000000</valUSD>
        <pctVal>0.000010490691</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-360000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>372447.18000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>373.39000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03797489"/>
        </identifiers>
        <balance>600000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088132"/>
        <valUSD>-6114.26000000</valUSD>
        <pctVal>-0.00017178504</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-600000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6463619.40000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-6114.26000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03738024"/>
        </identifiers>
        <balance>67964168.17000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015053"/>
        <valUSD>696196.19000000</valUSD>
        <pctVal>0.019560190974</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-67964168.17000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>6530000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>696196.19000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>960000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80648350"/>
        <valUSD>-519.33000000</valUSD>
        <pctVal>-0.00001459099</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-960000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>1189833.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-519.33000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03801261"/>
        </identifiers>
        <balance>630000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-37227.36000000</valUSD>
        <pctVal>-0.00104593257</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-630000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6871408.74000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-37227.36000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>2060.39000000</valUSD>
        <pctVal>0.000057888311</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>399893.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>2060.39000000</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>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03756749"/>
        </identifiers>
        <balance>4820000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-295129.56000000</valUSD>
        <pctVal>-0.00829190196</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-4820000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>20755175.46000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-295129.56000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>6540000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50099998"/>
        <valUSD>-7001.81000000</valUSD>
        <pctVal>-0.00019672147</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6540000.00000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>615796.02000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-7001.81000000</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>CURRENCY CONTRACT - ILS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTILS__03862967"/>
        </identifiers>
        <balance>3643750.84000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>58506.94000000</valUSD>
        <pctVal>0.001643799457</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3643750.84000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>13090000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>58506.94000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03849311"/>
        </identifiers>
        <balance>1590535.42000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>57253.96000000</valUSD>
        <pctVal>0.001608595978</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1590535.42000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>129050000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>57253.96000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>363630000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="23.50704854"/>
        <valUSD>3055965.89000000</valUSD>
        <pctVal>0.085859815494</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-363630000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>18524943.18000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>3055965.89000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03827786"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-6281.14000000</valUSD>
        <pctVal>-0.00017647367</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7426898.05000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-6281.14000000</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>CURRENCY CONTRACT - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__03891918"/>
        </identifiers>
        <balance>1082160.99000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1623.92000000</valUSD>
        <pctVal>0.000045625336</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1082160.99000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>117000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>1623.92000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03748577"/>
        </identifiers>
        <balance>11483491.68000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015049"/>
        <valUSD>124949.84000000</valUSD>
        <pctVal>0.003510566084</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-11483491.68000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>1110000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>124949.84000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03765566"/>
        </identifiers>
        <balance>2112278.83000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-224692.24000000</valUSD>
        <pctVal>-0.00631290890</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2112278.83000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>9800000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-224692.24000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03874046"/>
        </identifiers>
        <balance>1973580.89000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15398530"/>
        <valUSD>-3035.12000000</valUSD>
        <pctVal>-0.00008527413</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1973580.89000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>430000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-3035.12000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>-747.61000000</valUSD>
        <pctVal>-0.00002100470</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>397085.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-747.61000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__03756815"/>
        </identifiers>
        <balance>67648071.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2407415.00000000</valUSD>
        <pctVal>-0.06763825748</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-67648071.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>52600000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-2407415.00000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03748565"/>
        </identifiers>
        <balance>60000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088134"/>
        <valUSD>-6486.45000000</valUSD>
        <pctVal>-0.00018224202</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-60000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>623539.02000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-6486.45000000</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>CURRENCY CONTRACT - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__03892061"/>
        </identifiers>
        <balance>15815919.60000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-40178.20000000</valUSD>
        <pctVal>-0.00112883879</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-15815919.60000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>26610000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-40178.20000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03756803"/>
        </identifiers>
        <balance>7070526.08000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458737"/>
        <valUSD>21687.61000000</valUSD>
        <pctVal>0.000609330817</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7070526.08000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>21687.61000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>6780000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50100008"/>
        <valUSD>-79.92000000</valUSD>
        <pctVal>-0.00000224541</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6780000.00000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>645572.87000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-79.92000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03738019"/>
        </identifiers>
        <balance>11945848.10000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015052"/>
        <valUSD>124830.05000000</valUSD>
        <pctVal>0.003507200488</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-11945848.10000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>1150000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>124830.05000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>35250000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63371735"/>
        <valUSD>-1066170.98000000</valUSD>
        <pctVal>-0.02995492977</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-35250000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>20510388.75000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-1066170.98000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>2750000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385300"/>
        <valUSD>-7975.46000000</valUSD>
        <pctVal>-0.00022407695</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2750000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>1675162.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-7975.46000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03738053"/>
        </identifiers>
        <balance>7080243.76000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458736"/>
        <valUSD>20706.48000000</valUSD>
        <pctVal>0.000581765182</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7080243.76000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>20706.48000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>-468.11000000</valUSD>
        <pctVal>-0.00001315192</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>397364.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-468.11000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03801274"/>
        </identifiers>
        <balance>790000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-47691.31000000</valUSD>
        <pctVal>-0.00133992564</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-790000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>8605929.78000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-47691.31000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03809113"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-23381.85000000</valUSD>
        <pctVal>-0.00065693185</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7132063.36000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-23381.85000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03862920"/>
        </identifiers>
        <balance>621880.73000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-15156.47000000</valUSD>
        <pctVal>-0.00042583319</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-621880.73000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3150000.00000000</amtCurPur>
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            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-15156.47000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>THE MONTREAL EXCHANGE / BOURSE DE MONTREAL</name>
        <lei>N/A</lei>
        <title>S&amp;P/TSX 60 IX FUT Jun20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="PTM0 INDEX"/>
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        <balance>6.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.42335000"/>
        <valUSD>44380.67000000</valUSD>
        <pctVal>0.001246910559</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Montreal Exchange S&amp;P/TSX 60 I</indexName>
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            <expDate>2020-06-18</expDate>
            <notionalAmt>645858.39000000</notionalAmt>
            <curCd>CAD</curCd>
            <unrealizedAppr>44380.67000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>438000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1216.79074552"/>
        <valUSD>7751.67000000</valUSD>
        <pctVal>0.000217789392</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-438000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>367714.96000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>7751.67000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>40990000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458732"/>
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        <pctVal>0.001021542604</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-40990000.00000000</amtCurSold>
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            <amtCurPur>4174845.67000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>36359.26000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>14630000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="23.45925002"/>
        <valUSD>-19166.58000000</valUSD>
        <pctVal>-0.00053850045</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-14630000.00000000</amtCurSold>
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            <amtCurPur>604468.02000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-19166.58000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CME GLOBEX</name>
        <lei>N/A</lei>
        <title>S&amp;P500 EMINI FUT  Jun20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="ESM0 INDEX"/>
        </identifiers>
        <balance>-177.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>196042.50000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>CME Standard &amp; Poor's 500 Inde</indexName>
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            <expDate>2020-06-19</expDate>
            <notionalAmt>-22937887.50000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>196042.50000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>158130000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704791"/>
        <valUSD>290236.33000000</valUSD>
        <pctVal>0.008154422739</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-158130000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>2309336.95000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>290236.33000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>EUREX DEUTSCHLAND</name>
        <lei>529900UT4DG0LG5R9O07</lei>
        <title>Euro-BTP Future   Jun20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000C4E9781"/>
        </identifiers>
        <balance>63.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91136850"/>
        <valUSD>-49156.84000000</valUSD>
        <pctVal>-0.00138110089</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Euro-BTP Italian Bond Futures</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-06-08</expDate>
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            <curCd>EUR</curCd>
            <unrealizedAppr>-49156.84000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>71480000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="75.77017553"/>
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        <pctVal>0.000692839691</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <curSold>INR</curSold>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTINR__03854177"/>
        </identifiers>
        <balance>350023.47000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-677.57000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - JPY</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTJPY__03885106"/>
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        <balance>1130991.01000000</balance>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTSEK__03894219"/>
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        <balance>1087517.88000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
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          <other otherDesc="Internal ID" value="CCTEUR__03780711"/>
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        <balance>1991828.52000000</balance>
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        <currencyConditional curCd="PLN" exchangeRt="4.15398522"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
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        <balance>6993599.58000000</balance>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - JPY</title>
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        <balance>711211.28000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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            <amtCurSold>-711211.28000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>77000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>2048.87000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385300"/>
        <valUSD>3610.09000000</valUSD>
        <pctVal>0.000101428377</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>407563.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>3610.09000000</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>CURRENCY CONTRACT - TRY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTTRY__03862994"/>
        </identifiers>
        <balance>833230.72000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-17090.36000000</valUSD>
        <pctVal>-0.00048016738</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-833230.72000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5400000.00000000</amtCurPur>
            <curPur>TRY</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-17090.36000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>68910000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="75.77017563"/>
        <valUSD>22398.96000000</valUSD>
        <pctVal>0.000629316766</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-68910000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>931859.70000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>22398.96000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03809214"/>
        </identifiers>
        <balance>1689195.45000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-60686.68000000</valUSD>
        <pctVal>-0.00170504100</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1689195.45000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>127540000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-60686.68000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>82000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="107.95499988"/>
        <valUSD>21.11000000</valUSD>
        <pctVal>0.000000593102</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-82000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>759596.86000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>21.11000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03780781"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-40531.41000000</valUSD>
        <pctVal>-0.00113876250</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6951990.40000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-40531.41000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>560000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96755000"/>
        <valUSD>2710.48000000</valUSD>
        <pctVal>0.000076153112</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-560000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>581491.94000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>2710.48000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385300"/>
        <valUSD>1227.49000000</valUSD>
        <pctVal>0.000034487317</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>405180.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>1227.49000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03780710"/>
        </identifiers>
        <balance>1947844.35000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15398525"/>
        <valUSD>25117.25000000</valUSD>
        <pctVal>0.000705689306</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1947844.35000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>450000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>25117.25000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03868105"/>
        </identifiers>
        <balance>8133920.10000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015055"/>
        <valUSD>-17139.82000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-8133920.10000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>690000.00000000</amtCurPur>
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            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-17139.82000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03727222"/>
        </identifiers>
        <balance>7144336.63000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458734"/>
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        <pctVal>0.000399956398</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-7144336.63000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
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            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>14235.45000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03738044"/>
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        <balance>22537405.44000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015050"/>
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        <pctVal>0.006319898294</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-22537405.44000000</amtCurSold>
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            <amtCurPur>2160000.00000000</amtCurPur>
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            <unrealizedAppr>224941.01000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03797475"/>
        </identifiers>
        <balance>640000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-7239.25000000</valUSD>
        <pctVal>-0.00020339254</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-640000.00000000</amtCurSold>
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            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-7239.25000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>10140000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.19181480"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-10140000.00000000</amtCurSold>
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            <amtCurPur>2169717.25000000</amtCurPur>
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            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>216642.96000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03818056"/>
        </identifiers>
        <balance>620000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-20637.96000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-620000.00000000</amtCurSold>
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            <amtCurPur>6930325.28000000</amtCurPur>
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          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTBRL__03809087"/>
        </identifiers>
        <balance>2025997.67000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-149967.73000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
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            <curSold>USD</curSold>
            <amtCurPur>9740000.00000000</amtCurPur>
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            <unrealizedAppr>-149967.73000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03827773"/>
        </identifiers>
        <balance>3264949.44000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-133096.58000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-3264949.44000000</amtCurSold>
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          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>790000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.68676699"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-790000.00000000</amtCurSold>
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            <amtCurPur>469339.00000000</amtCurPur>
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            <unrealizedAppr>987.41000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03818033"/>
        </identifiers>
        <balance>620000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-14364.54000000</valUSD>
        <pctVal>-0.00040358328</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-620000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6996197.18000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-14364.54000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03827779"/>
        </identifiers>
        <balance>610000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-7944.29000000</valUSD>
        <pctVal>-0.00022320120</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-610000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6948336.15000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-7944.29000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03874085"/>
        </identifiers>
        <balance>7883633.04000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015054"/>
        <valUSD>-4281.68000000</valUSD>
        <pctVal>-0.00012029723</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-7883633.04000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>680000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-4281.68000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03827772"/>
        </identifiers>
        <balance>857572.82000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-35124.38000000</valUSD>
        <pctVal>-0.00098684765</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-857572.82000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>4270000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-35124.38000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>405000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1216.79073876"/>
        <valUSD>7360.14000000</valUSD>
        <pctVal>0.000206789043</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-405000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>340202.91000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>7360.14000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ishares Inc</name>
        <lei>549300MGJZCNMJLBAJ67</lei>
        <title>ISHARES MSCI GERMANY ETF</title>
        <cusip>464286806</cusip>
        <identifiers>
          <isin value="US4642868065"/>
        </identifiers>
        <balance>343910.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7387186.80000000</valUSD>
        <pctVal>0.207548944753</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03818030"/>
        </identifiers>
        <balance>3210000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
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        <pctVal>-0.00176400791</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-3210000.00000000</amtCurSold>
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            <amtCurPur>36343899.27000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-62785.46000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03862954"/>
        </identifiers>
        <balance>6725902.09000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458735"/>
        <valUSD>-9388.29000000</valUSD>
        <pctVal>-0.00026377154</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-6725902.09000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>610000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-9388.29000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03738014"/>
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        <balance>9008622.93000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015052"/>
        <valUSD>97167.16000000</valUSD>
        <pctVal>0.002729989381</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-9008622.93000000</amtCurSold>
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            <amtCurPur>870000.00000000</amtCurPur>
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            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>97167.16000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SGD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSGD__03894240"/>
        </identifiers>
        <balance>717350.02000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-982.43000000</valUSD>
        <pctVal>-0.00002760215</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-717350.02000000</amtCurSold>
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            <amtCurPur>1020000.00000000</amtCurPur>
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            <settlementDt>2020-04-02</settlementDt>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
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        <balance>262754.40000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>585.84000000</valUSD>
        <pctVal>0.000016459645</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-262754.40000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>240000.00000000</amtCurPur>
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            <settlementDt>2020-04-02</settlementDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03818097"/>
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        <balance>590000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088130"/>
        <valUSD>-3225.16000000</valUSD>
        <pctVal>-0.00009061345</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-590000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6383498.51000000</amtCurPur>
            <curPur>SEK</curPur>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03818020"/>
        </identifiers>
        <balance>2011503.22000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-148956.04000000</valUSD>
        <pctVal>-0.00418503954</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-2011503.22000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>9670000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-148956.04000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03765703"/>
        </identifiers>
        <balance>1910917.99000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-287005.92000000</valUSD>
        <pctVal>-0.00806366177</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1910917.99000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>127180000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-287005.92000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__03894279"/>
        </identifiers>
        <balance>949148.20000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5614.05000000</valUSD>
        <pctVal>0.000157731242</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-949148.20000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>770000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>5614.05000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>405000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1216.79073876"/>
        <valUSD>7239.02000000</valUSD>
        <pctVal>0.000203386079</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-405000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>340081.79000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>7239.02000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03797432"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-41683.33000000</valUSD>
        <pctVal>-0.00117112662</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6939895.04000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-41683.33000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03797431"/>
        </identifiers>
        <balance>630000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-40587.19000000</valUSD>
        <pctVal>-0.00114032969</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-630000.00000000</amtCurSold>
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            <amtCurPur>6836130.00000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Chicago Board of Trade</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
        <title>US 2YR NOTE (CBT) Jun20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="TUM0 COMDTY"/>
        </identifiers>
        <balance>4501.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1301732.85000000</valUSD>
        <pctVal>0.036573229658</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>CBOT 2 Year US Treasury Note F</issueTitle>
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                  <isin value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-06-30</expDate>
            <notionalAmt>990637649.15000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1301732.85000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03827784"/>
        </identifiers>
        <balance>610000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-6295.39000000</valUSD>
        <pctVal>-0.00017687403</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-610000.00000000</amtCurSold>
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            <amtCurPur>6965649.78000000</amtCurPur>
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            <settlementDt>2020-04-15</settlementDt>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>10990000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.19181479"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-10990000.00000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
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            <amtCurSold>-650000.00000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03809139"/>
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        <balance>610000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-13147.69000000</valUSD>
        <pctVal>-0.00036939490</pctVal>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-610000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6893699.67000000</amtCurPur>
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            <unrealizedAppr>-13147.69000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>145130000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704807"/>
        <valUSD>7446.49000000</valUSD>
        <pctVal>0.000209215115</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-145130000.00000000</amtCurSold>
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            <amtCurPur>1860555.15000000</amtCurPur>
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            <settlementDt>2020-04-15</settlementDt>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
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        <balance>620000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-16662.40000000</valUSD>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-620000.00000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
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        <balance>1692472.04000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-172772.22000000</valUSD>
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        <assetCat>DFE</assetCat>
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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurPur>7890000.00000000</amtCurPur>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <balance>2141487.12000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-147964.54000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-2141487.12000000</amtCurSold>
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            <amtCurPur>10350000.00000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>26430000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.42317664"/>
        <valUSD>323419.67000000</valUSD>
        <pctVal>0.009086735321</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-26430000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>18894550.82000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>323419.67000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>5850000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.42317664"/>
        <valUSD>268547.50000000</valUSD>
        <pctVal>0.007545057645</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-5850000.00000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CME GLOBEX</name>
        <lei>N/A</lei>
        <title>90DAY EURO$ FUTR JUN22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="EDM2 COMDTY"/>
        </identifiers>
        <balance>1892.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>923862.50000000</valUSD>
        <pctVal>0.025956658761</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <isin value="N/A"/>
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            </descRefInstrmnt>
            <expDate>2022-06-13</expDate>
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            <curCd>USD</curCd>
            <unrealizedAppr>923862.50000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03827783"/>
        </identifiers>
        <balance>620000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-5852.30000000</valUSD>
        <pctVal>-0.00016442506</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-620000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7085577.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-5852.30000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03888147"/>
        </identifiers>
        <balance>873785.44000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>9366.05000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-873785.44000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8750000.00000000</amtCurPur>
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            <settlementDt>2020-04-01</settlementDt>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03780783"/>
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        <balance>640000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-640000.00000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03756787"/>
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        <balance>6922200.81000000</balance>
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        <currencyConditional curCd="NOK" exchangeRt="10.50015051"/>
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        <pctVal>0.002143811191</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-6922200.81000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
            <curPur>EUR</curPur>
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            <unrealizedAppr>76303.61000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - TRY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTTRY__03765737"/>
        </identifiers>
        <balance>10370121.30000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-730596.87000000</valUSD>
        <pctVal>-0.02052670570</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-10370121.30000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>63780000.00000000</amtCurPur>
            <curPur>TRY</curPur>
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            <unrealizedAppr>-730596.87000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
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          <ticker value="USD"/>
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        <balance>3230000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.19181481"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-3230000.00000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - CLP</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTCLP__03738192"/>
        </identifiers>
        <balance>1101887.90000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-45516.50000000</valUSD>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-1101887.90000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-620000.00000000</amtCurSold>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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        <balance>1680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.42335000"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <name>Vanguard Index Fds</name>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
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        <curCd>USD</curCd>
        <valUSD>-144363.82000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1730608.49000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>124230000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-144363.82000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03748569"/>
        </identifiers>
        <balance>8298127.20000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015052"/>
        <valUSD>87983.80000000</valUSD>
        <pctVal>0.002471975508</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8298127.20000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>800000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>87983.80000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03738029"/>
        </identifiers>
        <balance>6990074.49000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015047"/>
        <valUSD>69839.54000000</valUSD>
        <pctVal>0.001962197954</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6990074.49000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>69839.54000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03818091"/>
        </identifiers>
        <balance>590000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088130"/>
        <valUSD>-1867.36000000</valUSD>
        <pctVal>-0.00005246497</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-590000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6396946.97000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-1867.36000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03748604"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-21043.33000000</valUSD>
        <pctVal>-0.00059122925</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6968171.10000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-21043.33000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>630000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96755000"/>
        <valUSD>3049.30000000</valUSD>
        <pctVal>0.000085672531</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-630000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>654178.44000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>3049.30000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1103000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1216.79074145"/>
        <valUSD>-2013.86000000</valUSD>
        <pctVal>-0.00005658101</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1103000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>904469.04000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>-2013.86000000</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>CURRENCY CONTRACT - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__03894246"/>
        </identifiers>
        <balance>3031736.65000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-17738.89000000</valUSD>
        <pctVal>-0.00049838835</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3031736.65000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>53830000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-17738.89000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>56760000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704778"/>
        <valUSD>120864.74000000</valUSD>
        <pctVal>0.003395791919</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-56760000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>845611.16000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>120864.74000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03854145"/>
        </identifiers>
        <balance>1640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>38208.66000000</valUSD>
        <pctVal>0.001073502982</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>19306235.80000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>38208.66000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03894191"/>
        </identifiers>
        <balance>6451904.38000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-60132.17000000</valUSD>
        <pctVal>-0.00168946159</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6451904.38000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>67120000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-60132.17000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03797396"/>
        </identifiers>
        <balance>1387634.68000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-135663.98000000</valUSD>
        <pctVal>-0.00381158845</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1387634.68000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6500000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-135663.98000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03801260"/>
        </identifiers>
        <balance>620000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-37184.52000000</valUSD>
        <pctVal>-0.00104472894</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-620000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6756583.92000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-37184.52000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>870000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80648350"/>
        <valUSD>-7152.25000000</valUSD>
        <pctVal>-0.00020094820</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-870000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>1071605.10000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-7152.25000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03809216"/>
        </identifiers>
        <balance>2098097.74000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-77592.58000000</valUSD>
        <pctVal>-0.00218002583</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2098097.74000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>158240000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-77592.58000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385300"/>
        <valUSD>376.09000000</valUSD>
        <pctVal>0.000010566550</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>404329.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>376.09000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03748578"/>
        </identifiers>
        <balance>6934121.45000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015056"/>
        <valUSD>75168.33000000</valUSD>
        <pctVal>0.002111914588</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6934121.45000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>75168.33000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Vanguard Intl Equi</name>
        <lei>549300UR5XWDVDO7NP96</lei>
        <title>VANGUARD FTSE EUROPE ETF</title>
        <cusip>922042874</cusip>
        <identifiers>
          <isin value="US9220428745"/>
        </identifiers>
        <balance>516885.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>22370782.80000000</valUSD>
        <pctVal>0.628525105585</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__03801300"/>
        </identifiers>
        <balance>27480930.62000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-830994.49000000</valUSD>
        <pctVal>-0.02334745745</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-27480930.62000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2875000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-830994.49000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>770000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91136850"/>
        <valUSD>7475.93000000</valUSD>
        <pctVal>0.000210042256</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-770000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>852359.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>7475.93000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>61000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1216.79083585"/>
        <valUSD>1039.75000000</valUSD>
        <pctVal>0.000029212611</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-61000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>51171.62000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>1039.75000000</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>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__03858419"/>
        </identifiers>
        <balance>32359.91000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1335.28000000</valUSD>
        <pctVal>0.000037515763</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-32359.91000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>41000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>1335.28000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385300"/>
        <valUSD>1227.49000000</valUSD>
        <pctVal>0.000034487317</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>405180.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>1227.49000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96755000"/>
        <valUSD>8110.40000000</valUSD>
        <pctVal>0.000227868200</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-690000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>721251.84000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>8110.40000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>2661000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="COP" exchangeRt="4063.91727874"/>
        <valUSD>94718.73000000</valUSD>
        <pctVal>0.002661198774</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2661000000.00000000</amtCurSold>
            <curSold>COP</curSold>
            <amtCurPur>749505.68000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>94718.73000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03818035"/>
        </identifiers>
        <balance>620000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-17432.20000000</valUSD>
        <pctVal>-0.00048977165</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-620000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6963986.32000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-17432.20000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03894218"/>
        </identifiers>
        <balance>716255.63000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>12470.51000000</valUSD>
        <pctVal>0.000350368991</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-716255.63000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7220000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>12470.51000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03874107"/>
        </identifiers>
        <balance>3217408.23000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>11135.31000000</valUSD>
        <pctVal>0.000312855475</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-3217408.23000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>252850000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>11135.31000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03797429"/>
        </identifiers>
        <balance>630000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-41007.19000000</valUSD>
        <pctVal>-0.00115212993</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-630000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6831720.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-41007.19000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03849268"/>
        </identifiers>
        <balance>24179673.06000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015054"/>
        <valUSD>-172987.51000000</valUSD>
        <pctVal>-0.00486022299</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-24179673.06000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>1940000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-172987.51000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>850000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.68676701"/>
        <valUSD>5499.41000000</valUSD>
        <pctVal>0.000154510339</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-850000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>509422.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>5499.41000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>49750000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704772"/>
        <valUSD>-6918.46000000</valUSD>
        <pctVal>-0.00019437968</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-49750000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>628319.99000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-6918.46000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>2340000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80648350"/>
        <valUSD>-22817.28000000</valUSD>
        <pctVal>-0.00064106980</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2340000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>2878668.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-22817.28000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03818022"/>
        </identifiers>
        <balance>2019183.91000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-143153.97000000</valUSD>
        <pctVal>-0.00402202573</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2019183.91000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>9740000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-143153.97000000</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>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__03765683"/>
        </identifiers>
        <balance>355286.25000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-9294.14000000</valUSD>
        <pctVal>-0.00026112632</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-355286.25000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>421000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>-9294.14000000</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>CURRENCY CONTRACT - AUD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTAUD__03887910"/>
        </identifiers>
        <balance>64859106.80000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-434706.32000000</valUSD>
        <pctVal>-0.01221342311</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-64859106.80000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>105260000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-434706.32000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03893895"/>
        </identifiers>
        <balance>7970599.17000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015053"/>
        <valUSD>-1585.67000000</valUSD>
        <pctVal>-0.00004455067</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7970599.17000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>690000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-1585.67000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>83380000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="75.77017548"/>
        <valUSD>14252.04000000</valUSD>
        <pctVal>0.000400422507</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-83380000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>1114685.02000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>14252.04000000</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>CURRENCY CONTRACT - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__03885073"/>
        </identifiers>
        <balance>651429.42000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3011.10000000</valUSD>
        <pctVal>-0.00008459927</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-651429.42000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>70000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-3011.10000000</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>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03765552"/>
        </identifiers>
        <balance>480000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-29935.55000000</valUSD>
        <pctVal>-0.00084106331</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-480000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>2064641.28000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-29935.55000000</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>CURRENCY CONTRACT - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__03888195"/>
        </identifiers>
        <balance>721262.21000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4381.69000000</valUSD>
        <pctVal>0.000123107098</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-721262.21000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>12960000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>4381.69000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03801336"/>
        </identifiers>
        <balance>1807912.13000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-155142.99000000</valUSD>
        <pctVal>-0.00435886687</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1807912.13000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>129440000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-155142.99000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96755000"/>
        <valUSD>8653.63000000</valUSD>
        <pctVal>0.000243130683</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-690000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>721795.07000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>8653.63000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03844582"/>
        </identifiers>
        <balance>1714528.13000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-25330.74000000</valUSD>
        <pctVal>-0.00071168747</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1714528.13000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8770000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-25330.74000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03748580"/>
        </identifiers>
        <balance>6944194.23000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015053"/>
        <valUSD>74209.03000000</valUSD>
        <pctVal>0.002084962284</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6944194.23000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>74209.03000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>862000000.00000000</balance>
        <units>NC</units>
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        <pctVal>0.001015757116</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-862000000.00000000</amtCurSold>
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            <amtCurPur>1047922.39000000</amtCurPur>
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            <unrealizedAppr>36153.34000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>2348000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1216.79074002"/>
        <valUSD>-3497.24000000</valUSD>
        <pctVal>-0.00009825776</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-2348000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>1926168.99000000</amtCurPur>
            <curPur>USD</curPur>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Chicago Board of Trade</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="WNM0 COMDTY"/>
        </identifiers>
        <balance>39.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>14375.00000000</valUSD>
        <pctVal>0.000403877167</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>CME Ultra Long Term US Treasur</issueTitle>
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                  <isin value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-06-19</expDate>
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            <curCd>USD</curCd>
            <unrealizedAppr>14375.00000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03840359"/>
        </identifiers>
        <balance>2820760.74000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15398526"/>
        <valUSD>12588.57000000</valUSD>
        <pctVal>0.000353685982</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-2820760.74000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>630000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>12588.57000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03892002"/>
        </identifiers>
        <balance>712510.50000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>702.65000000</valUSD>
        <pctVal>0.000019741515</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-712510.50000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>650000.00000000</amtCurPur>
            <curPur>EUR</curPur>
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            <unrealizedAppr>702.65000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03748609"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-20625.45000000</valUSD>
        <pctVal>-0.00057948857</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6972309.96000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-20625.45000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03775700"/>
        </identifiers>
        <balance>851144.51000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-105968.31000000</valUSD>
        <pctVal>-0.00297726475</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-851144.51000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>58360000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-105968.31000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03801270"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-41314.15000000</valUSD>
        <pctVal>-0.00116075421</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7059046.15000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-41314.15000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>193660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="23.50704854"/>
        <valUSD>-44422.84000000</valUSD>
        <pctVal>-0.00124809535</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-193660000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>8193957.22000000</amtCurPur>
            <curPur>USD</curPur>
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            <unrealizedAppr>-44422.84000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03797395"/>
        </identifiers>
        <balance>1385828.25000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-135783.66000000</valUSD>
        <pctVal>-0.00381495095</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1385828.25000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6490000.00000000</amtCurPur>
            <curPur>BRL</curPur>
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        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>410000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="1.42354008"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-410000.00000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03840394"/>
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        <balance>2700000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__03827825"/>
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        <balance>12944354.92000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-401041.71000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <curPur>NZD</curPur>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTEUR__03891979"/>
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        <balance>1187352.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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            <amtCurSold>-1187352.00000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
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          <ticker value="USD"/>
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        <balance>25940000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="75.77017580"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <settlementDt>2020-04-15</settlementDt>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03894225"/>
        </identifiers>
        <balance>682330.60000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>14097.43000000</valUSD>
        <pctVal>0.000396078615</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-682330.60000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6900000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>14097.43000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03862953"/>
        </identifiers>
        <balance>6840352.12000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458727"/>
        <valUSD>-9965.17000000</valUSD>
        <pctVal>-0.00027997945</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6840352.12000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>620000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-9965.17000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03780785"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-38785.09000000</valUSD>
        <pctVal>-0.00108969824</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6970327.04000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-38785.09000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CME GLOBEX</name>
        <lei>N/A</lei>
        <title>S&amp;P MID 400 EMINI Jun20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FAM0 INDEX"/>
        </identifiers>
        <balance>-69.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-54310.00000000</valUSD>
        <pctVal>-0.00152588305</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>CME E-Mini Standard &amp; Poor's M</indexName>
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              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2020-06-19</expDate>
            <notionalAmt>-9866510.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-54310.00000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>24810000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="75.77017589"/>
        <valUSD>8773.21000000</valUSD>
        <pctVal>0.000246490379</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-24810000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>336210.75000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>8773.21000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>249660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704813"/>
        <valUSD>-40807.79000000</valUSD>
        <pctVal>-0.00114652762</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-249660000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>3147003.88000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-40807.79000000</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>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__03888447"/>
        </identifiers>
        <balance>73250804.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>79896.50000000</valUSD>
        <pctVal>0.002244756321</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-73250804.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>59140000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>79896.50000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.68676702"/>
        <valUSD>5093.13000000</valUSD>
        <pctVal>0.000143095576</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-680000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>408231.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>5093.13000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385300"/>
        <valUSD>-39.71000000</valUSD>
        <pctVal>-0.00000111568</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>403913.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-39.71000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03858415"/>
        </identifiers>
        <balance>6965004.69000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458738"/>
        <valUSD>-11572.12000000</valUSD>
        <pctVal>-0.00032512800</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6965004.69000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>630000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-11572.12000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03874074"/>
        </identifiers>
        <balance>3542433.60000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015059"/>
        <valUSD>-8018.43000000</valUSD>
        <pctVal>-0.00022528422</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3542433.60000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>300000.00000000</amtCurPur>
            <curPur>EUR</curPur>
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            <unrealizedAppr>-8018.43000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>-1066.11000000</valUSD>
        <pctVal>-0.00002995321</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>396766.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-1066.11000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>26850000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="23.45924998"/>
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        <pctVal>-0.00045409448</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-26850000.00000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03892013"/>
        </identifiers>
        <balance>3367360.20000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1200.38000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-3367360.20000000</amtCurSold>
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            <amtCurPur>3070000.00000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03765597"/>
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        <balance>12436449.60000000</balance>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <curSold>NOK</curSold>
            <amtCurPur>1200000.00000000</amtCurPur>
            <curPur>EUR</curPur>
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          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03780753"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-47510.71000000</valUSD>
        <pctVal>-0.00133485154</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7109256.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-47510.71000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>408050000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="23.50704854"/>
        <valUSD>3136098.87000000</valUSD>
        <pctVal>0.088111215911</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-408050000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>20494722.15000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>3136098.87000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EUREX DEUTSCHLAND</name>
        <lei>529900UT4DG0LG5R9O07</lei>
        <title>Euro-OAT Future   Jun20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000C4E97F7"/>
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        <balance>780.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91136850"/>
        <valUSD>-46268.27000000</valUSD>
        <pctVal>-0.00129994419</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
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                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-06-08</expDate>
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            <curCd>EUR</curCd>
            <unrealizedAppr>-46268.27000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>2210000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.42335000"/>
        <valUSD>7960.24000000</valUSD>
        <pctVal>0.000223649334</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-2210000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>1560635.27000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>7960.24000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__03854153"/>
        </identifiers>
        <balance>8913652.80000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>333780.38000000</valUSD>
        <pctVal>0.009377827788</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-8913652.80000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>15600000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>333780.38000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__03894286"/>
        </identifiers>
        <balance>1260006.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4743.99000000</valUSD>
        <pctVal>0.000133286208</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1260006.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1020000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>4743.99000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03818068"/>
        </identifiers>
        <balance>600000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088132"/>
        <valUSD>-22691.89000000</valUSD>
        <pctVal>-0.00063754687</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-600000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6678209.40000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-22691.89000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03849299"/>
        </identifiers>
        <balance>2175876.64000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>63354.85000000</valUSD>
        <pctVal>0.001780005382</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2175876.64000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>175370000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>63354.85000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03765599"/>
        </identifiers>
        <balance>6850813.20000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015047"/>
        <valUSD>72123.95000000</valUSD>
        <pctVal>0.002026380287</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6850813.20000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>660000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>72123.95000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>10020000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.19181478"/>
        <valUSD>201273.72000000</valUSD>
        <pctVal>0.005654946777</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-10020000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>2131234.71000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>201273.72000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1050000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80648350"/>
        <valUSD>1699.98000000</valUSD>
        <pctVal>0.000047762303</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1050000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>1303648.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>1699.98000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - MXN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTMXN__03891977"/>
        </identifiers>
        <balance>8211568.96000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>43596.91000000</valUSD>
        <pctVal>0.001224890192</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-8211568.96000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>193660000.00000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>43596.91000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03775686"/>
        </identifiers>
        <balance>2370545.81000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-320672.84000000</valUSD>
        <pctVal>-0.00900956092</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-2370545.81000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03891996"/>
        </identifiers>
        <balance>778266.50000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>781.71000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-778266.50000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>710000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>781.71000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03780754"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-47068.32000000</valUSD>
        <pctVal>-0.00132242224</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7113901.08000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-47068.32000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03849248"/>
        </identifiers>
        <balance>182729.88000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15398559"/>
        <valUSD>-75.54000000</valUSD>
        <pctVal>-0.00000212235</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-182729.88000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>40000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-75.54000000</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>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03894204"/>
        </identifiers>
        <balance>707390.55000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>446.21000000</valUSD>
        <pctVal>0.000012536628</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-707390.55000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2940000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>446.21000000</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>CURRENCY CONTRACT - CAD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCAD__03874071"/>
        </identifiers>
        <balance>2936041.22000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-34082.40000000</valUSD>
        <pctVal>-0.00095757239</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2936041.22000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>4130000.00000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-34082.40000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03797399"/>
        </identifiers>
        <balance>1689681.17000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-169981.35000000</valUSD>
        <pctVal>-0.00477576251</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1689681.17000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7890000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-169981.35000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03809150"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-4879.78000000</valUSD>
        <pctVal>-0.00013710133</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6910791.68000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-4879.78000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>156230000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704819"/>
        <valUSD>17323.14000000</valUSD>
        <pctVal>0.000486707528</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-156230000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>2012163.39000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>17323.14000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03738043"/>
        </identifiers>
        <balance>6779750.25000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015059"/>
        <valUSD>67913.38000000</valUSD>
        <pctVal>0.001908080942</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6779750.25000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>650000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>67913.38000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03809111"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-22368.71000000</valUSD>
        <pctVal>-0.00062846686</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7142701.44000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-22368.71000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>20000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="75.76905592"/>
        <valUSD>8.00000000</valUSD>
        <pctVal>0.000000224766</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-20000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>271.96000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>8.00000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03892000"/>
        </identifiers>
        <balance>1021818.90000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1375.47000000</valUSD>
        <pctVal>-0.00003864493</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1021818.90000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>930000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-1375.47000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03809117"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-19368.31000000</valUSD>
        <pctVal>-0.00054416822</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7174206.08000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-19368.31000000</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>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__03893909"/>
        </identifiers>
        <balance>1041017.23000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1890.12000000</valUSD>
        <pctVal>0.000053104439</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1041017.23000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1269000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>1890.12000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1180000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.68676700"/>
        <valUSD>14537.47000000</valUSD>
        <pctVal>0.000408441892</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1180000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>714100.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>14537.47000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03809212"/>
        </identifiers>
        <balance>2444749.85000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-87025.64000000</valUSD>
        <pctVal>-0.00244505523</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2444749.85000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>184650000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-87025.64000000</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>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__03809173"/>
        </identifiers>
        <balance>834.14000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-12.31000000</valUSD>
        <pctVal>-0.00000034585</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-834.14000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>-12.31000000</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>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__03809184"/>
        </identifiers>
        <balance>358627.53000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4417.08000000</valUSD>
        <pctVal>-0.00012410140</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-358627.53000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>431000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>-4417.08000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03801259"/>
        </identifiers>
        <balance>630000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-38141.57000000</valUSD>
        <pctVal>-0.00107161803</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-630000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6861809.43000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-38141.57000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03849286"/>
        </identifiers>
        <balance>1782392.53000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>34453.27000000</valUSD>
        <pctVal>0.000967992285</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1782392.53000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>142290000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>34453.27000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03780731"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-43347.80000000</valUSD>
        <pctVal>-0.00121789124</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7152967.14000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-43347.80000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>12270000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50099997"/>
        <valUSD>-3560.93000000</valUSD>
        <pctVal>-0.00010004718</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-12270000.00000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>1164899.22000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-3560.93000000</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>CURRENCY CONTRACT - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__03891935"/>
        </identifiers>
        <balance>673226.79000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2980.89000000</valUSD>
        <pctVal>0.000083750498</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-673226.79000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>73000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>2980.89000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03797506"/>
        </identifiers>
        <balance>2112959.12000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-159744.54000000</valUSD>
        <pctVal>-0.00448815111</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2112959.12000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>152970000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-159744.54000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03765621"/>
        </identifiers>
        <balance>26501115.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458733"/>
        <valUSD>68954.19000000</valUSD>
        <pctVal>0.001937323335</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-26501115.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>2500000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>68954.19000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03756777"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088130"/>
        <valUSD>-74701.18000000</valUSD>
        <pctVal>-0.00209878963</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-670000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6939026.52000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-74701.18000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80648350"/>
        <valUSD>324.37000000</valUSD>
        <pctVal>0.000009113435</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>806292.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>324.37000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>620000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96755000"/>
        <valUSD>988.32000000</valUSD>
        <pctVal>0.000027767643</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-620000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>641782.08000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>988.32000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03765571"/>
        </identifiers>
        <balance>1354545.34000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-144949.03000000</valUSD>
        <pctVal>-0.00407245938</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1354545.34000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6280000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-144949.03000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>750000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91136850"/>
        <valUSD>8879.25000000</valUSD>
        <pctVal>0.000249469658</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-750000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>831817.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>8879.25000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385300"/>
        <valUSD>910.69000000</valUSD>
        <pctVal>0.000025586566</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>404863.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>910.69000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03756789"/>
        </identifiers>
        <balance>8986889.46000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015046"/>
        <valUSD>99236.98000000</valUSD>
        <pctVal>0.002788142636</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8986889.46000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>870000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>99236.98000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03844603"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>3718.17000000</valUSD>
        <pctVal>0.000104464971</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-700000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7648368.70000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>3718.17000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1042000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="851.97308586"/>
        <valUSD>41397.02000000</valUSD>
        <pctVal>0.001163082517</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1042000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>1264440.35000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>41397.02000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03780808"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-42911.56000000</valUSD>
        <pctVal>-0.00120563473</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6926998.40000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-42911.56000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1380000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80648350"/>
        <valUSD>-4086.14000000</valUSD>
        <pctVal>-0.00011480338</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1380000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>1707046.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-4086.14000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03809201"/>
        </identifiers>
        <balance>2257315.72000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-80650.43000000</valUSD>
        <pctVal>-0.00226593858</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2257315.72000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>170470000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-80650.43000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>290000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96755001"/>
        <valUSD>431.21000000</valUSD>
        <pctVal>0.000012115191</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-290000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>300157.32000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>431.21000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03738063"/>
        </identifiers>
        <balance>9859594.95000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458733"/>
        <valUSD>25531.80000000</valUSD>
        <pctVal>0.000717336421</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9859594.95000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>930000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>25531.80000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03756811"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-20137.20000000</valUSD>
        <pctVal>-0.00056577080</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6868409.60000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-20137.20000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03797457"/>
        </identifiers>
        <balance>600000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088132"/>
        <valUSD>-37114.83000000</valUSD>
        <pctVal>-0.00104277095</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-600000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6526766.40000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-37114.83000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03818108"/>
        </identifiers>
        <balance>1253746.90000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-46145.16000000</valUSD>
        <pctVal>-0.00129648532</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1253746.90000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>12680000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-46145.16000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>131000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="107.95500043"/>
        <valUSD>-718.96000000</valUSD>
        <pctVal>-0.00002019975</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-131000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>1212749.61000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-718.96000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03780740"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-34839.96000000</valUSD>
        <pctVal>-0.00097885665</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7242300.78000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-34839.96000000</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>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__03801400"/>
        </identifiers>
        <balance>1368639.17000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-26158.45000000</valUSD>
        <pctVal>-0.00073494265</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1368639.17000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>101720000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-26158.45000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03893924"/>
        </identifiers>
        <balance>2297522.75000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>699.72000000</valUSD>
        <pctVal>0.000019659195</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2297522.75000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>179990000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>699.72000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03797476"/>
        </identifiers>
        <balance>630000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-7201.51000000</valUSD>
        <pctVal>-0.00020233220</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-630000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6779059.56000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-7201.51000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>134560000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704812"/>
        <valUSD>87651.94000000</valUSD>
        <pctVal>0.002462651635</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-134560000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>1805796.37000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>87651.94000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03827805"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>727.38000000</valUSD>
        <pctVal>0.000020436325</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6966328.32000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>727.38000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>630000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96755000"/>
        <valUSD>2343.60000000</valUSD>
        <pctVal>0.000065845323</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-630000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>653472.74000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>2343.60000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03862912"/>
        </identifiers>
        <balance>1428599.58000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-32170.72000000</valUSD>
        <pctVal>-0.00090386221</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1428599.58000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7250000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-32170.72000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03818089"/>
        </identifiers>
        <balance>600000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088132"/>
        <valUSD>-1898.64000000</valUSD>
        <pctVal>-0.00005334381</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-600000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6505373.40000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-1898.64000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>-981.61000000</valUSD>
        <pctVal>-0.00002757912</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>396851.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-981.61000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03891998"/>
        </identifiers>
        <balance>1775536.20000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2010.42000000</valUSD>
        <pctVal>0.000056484364</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1775536.20000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1620000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>2010.42000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03858398"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>71082.30000000</valUSD>
        <pctVal>0.001997114294</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>8239225.80000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>71082.30000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03727230"/>
        </identifiers>
        <balance>7154495.17000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458734"/>
        <valUSD>13209.81000000</valUSD>
        <pctVal>0.000371140218</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7154495.17000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>13209.81000000</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>CURRENCY CONTRACT - CAD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCAD__03858393"/>
        </identifiers>
        <balance>6640188.66000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>126364.24000000</valUSD>
        <pctVal>0.003550304788</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6640188.66000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>9630000.00000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>126364.24000000</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>CURRENCY CONTRACT - SGD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSGD__03801334"/>
        </identifiers>
        <balance>115126.47000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2730.62000000</valUSD>
        <pctVal>-0.00007671896</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-115126.47000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>160000.00000000</amtCurPur>
            <curPur>SGD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-2730.62000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>12210000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96682780"/>
        <valUSD>76215.49000000</valUSD>
        <pctVal>0.002141335389</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-12210000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>12705144.91000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>76215.49000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03817984"/>
        </identifiers>
        <balance>863201.53000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-83127.48000000</valUSD>
        <pctVal>-0.00233553329</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-863201.53000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>4050000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-83127.48000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03797513"/>
        </identifiers>
        <balance>2130588.81000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-186184.57000000</valUSD>
        <pctVal>-0.00523100499</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2130588.81000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>152280000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-186184.57000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03887403"/>
        </identifiers>
        <balance>1952043.48000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15398523"/>
        <valUSD>2149.63000000</valUSD>
        <pctVal>0.000060395580</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1952043.48000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>430000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>2149.63000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385300"/>
        <valUSD>1623.49000000</valUSD>
        <pctVal>0.000045613255</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>405576.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>1623.49000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>620000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96755000"/>
        <valUSD>2680.17000000</valUSD>
        <pctVal>0.000075301528</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-620000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>643473.93000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>2680.17000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>8620000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.19181479"/>
        <valUSD>177686.52000000</valUSD>
        <pctVal>0.004992245454</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8620000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>1837992.28000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>177686.52000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03756782"/>
        </identifiers>
        <balance>8174455.48000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015051"/>
        <valUSD>88783.51000000</valUSD>
        <pctVal>0.002494444002</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8174455.48000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>790000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>88783.51000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03817990"/>
        </identifiers>
        <balance>1725313.11000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-165165.01000000</valUSD>
        <pctVal>-0.00464044357</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1725313.11000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8100000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-165165.01000000</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>CURRENCY CONTRACT - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__03765627"/>
        </identifiers>
        <balance>80741635.25000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1347999.45000000</valUSD>
        <pctVal>-0.03787312693</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-80741635.25000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8565000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-1347999.45000000</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>CURRENCY CONTRACT - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__03874096"/>
        </identifiers>
        <balance>7662961.38000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>104915.65000000</valUSD>
        <pctVal>0.002947689429</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7662961.38000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>838000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>104915.65000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03844613"/>
        </identifiers>
        <balance>630000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>10670.37000000</valUSD>
        <pctVal>0.000299792613</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-630000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6956073.18000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>10670.37000000</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>CURRENCY CONTRACT - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__03748686"/>
        </identifiers>
        <balance>1091282.10000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-54864.38000000</valUSD>
        <pctVal>-0.00154145880</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1091282.10000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>883000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-54864.38000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1030000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.42335000"/>
        <valUSD>839.85000000</valUSD>
        <pctVal>0.000023596260</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1030000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>724484.77000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>839.85000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>82600000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="17.89720833"/>
        <valUSD>624405.32000000</valUSD>
        <pctVal>0.017543168837</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-82600000.00000000</amtCurSold>
            <curSold>ZAR</curSold>
            <amtCurPur>5239650.25000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>624405.32000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>34530000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="75.77017486"/>
        <valUSD>10466.72000000</valUSD>
        <pctVal>0.000294070902</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-34530000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>466186.93000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>10466.72000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03780766"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088130"/>
        <valUSD>-39789.13000000</valUSD>
        <pctVal>-0.00111790755</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-670000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7305608.31000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-39789.13000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__03892016"/>
        </identifiers>
        <balance>390903.50000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5550.93000000</valUSD>
        <pctVal>-0.00015595783</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-390903.50000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>650000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-5550.93000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03809131"/>
        </identifiers>
        <balance>620000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-9902.73000000</valUSD>
        <pctVal>-0.00027822515</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-620000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7043046.86000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-9902.73000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03780787"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-37777.80000000</valUSD>
        <pctVal>-0.00106139762</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6980903.68000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-37777.80000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96755000"/>
        <valUSD>2760.68000000</valUSD>
        <pctVal>0.000077563521</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>684895.97000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>2760.68000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>2286000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1216.79074135"/>
        <valUSD>-2789.33000000</valUSD>
        <pctVal>-0.00007836846</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2286000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>1875923.19000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>-2789.33000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>8530000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.19181479"/>
        <valUSD>175056.03000000</valUSD>
        <pctVal>0.004918339725</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8530000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>1818026.81000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>175056.03000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03817999"/>
        </identifiers>
        <balance>1801237.19000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-165970.84000000</valUSD>
        <pctVal>-0.00466308401</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1801237.19000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8490000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-165970.84000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1400000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1216.79073876"/>
        <valUSD>-1802.52000000</valUSD>
        <pctVal>-0.00005064324</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1400000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>1148765.08000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>-1802.52000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385300"/>
        <valUSD>725.89000000</valUSD>
        <pctVal>0.000020394462</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>404679.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>725.89000000</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>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__03862993"/>
        </identifiers>
        <balance>58376.73000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>353.50000000</valUSD>
        <pctVal>0.000009931866</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-58376.73000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>4450000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>353.50000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03893898"/>
        </identifiers>
        <balance>7578428.88000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015045"/>
        <valUSD>2828.21000000</valUSD>
        <pctVal>0.000079460830</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7578428.88000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>660000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>2828.21000000</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>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03727275"/>
        </identifiers>
        <balance>3060198.51000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-168999.03000000</valUSD>
        <pctVal>-0.00474816344</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3060198.51000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>12010000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-168999.03000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__03827814"/>
        </identifiers>
        <balance>56744426.14000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1312559.00000000</valUSD>
        <pctVal>-0.03687739903</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-56744426.14000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5980000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-1312559.00000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>86230000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="75.77017510"/>
        <valUSD>30413.12000000</valUSD>
        <pctVal>0.000854481026</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-86230000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>1168459.85000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>30413.12000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>1871.89000000</valUSD>
        <pctVal>0.000052592252</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>399704.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>1871.89000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03894233"/>
        </identifiers>
        <balance>835551.83000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>10254.97000000</valUSD>
        <pctVal>0.000288121616</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-835551.83000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8380000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>10254.97000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03801262"/>
        </identifiers>
        <balance>620000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-38847.34000000</valUSD>
        <pctVal>-0.00109144721</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-620000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6739124.10000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-38847.34000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03801264"/>
        </identifiers>
        <balance>630000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-40233.44000000</valUSD>
        <pctVal>-0.00113039080</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-630000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6839844.48000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-40233.44000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03748567"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-71590.68000000</valUSD>
        <pctVal>-0.00201139763</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6856412.64000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-71590.68000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EUREX DEUTSCHLAND</name>
        <lei>529900UT4DG0LG5R9O07</lei>
        <title>EURO-BUXL 30Y BND Jun20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000C4E97D2"/>
        </identifiers>
        <balance>288.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91136850"/>
        <valUSD>581207.33000000</valUSD>
        <pctVal>0.016329486621</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Eurex 30 Year Euro BUXL Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-06-08</expDate>
            <notionalAmt>65474164.03000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>581207.33000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03775665"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-62992.02000000</valUSD>
        <pctVal>-0.00176981138</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6831425.25000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-62992.02000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03879828"/>
        </identifiers>
        <balance>2310444.33000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15398528"/>
        <valUSD>3697.87000000</valUSD>
        <pctVal>0.000103894626</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-2310444.33000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>510000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>3697.87000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03780800"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-38591.26000000</valUSD>
        <pctVal>-0.00108425243</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6972362.24000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-38591.26000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03879850"/>
        </identifiers>
        <balance>1526624.09000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-37742.01000000</valUSD>
        <pctVal>-0.00106039207</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1526624.09000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7730000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-37742.01000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEW YORK MERCANTILE EXCHANGE</name>
        <lei>5493008GFNDTXFPHWI47</lei>
        <title>WTI CRUDE FUTURE  Jul20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CLN0 COMDTY"/>
        </identifiers>
        <balance>-158.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>62270.00000000</valUSD>
        <pctVal>0.001749525650</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>SOCIETE GENERALE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>NYMEX Light Sweet Crude Oil Fu</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-06-22</expDate>
            <notionalAmt>-4437290.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>62270.00000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03780805"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-42232.86000000</valUSD>
        <pctVal>-0.00118656611</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7049399.50000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-42232.86000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>630000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96755000"/>
        <valUSD>2723.40000000</valUSD>
        <pctVal>0.000076516109</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-630000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>653852.54000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>2723.40000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03748583"/>
        </identifiers>
        <balance>33023932.70000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015053"/>
        <valUSD>357011.46000000</valUSD>
        <pctVal>0.010030523634</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-33023932.70000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>3190000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>357011.46000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03738035"/>
        </identifiers>
        <balance>6884079.84000000</balance>
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        <currencyConditional curCd="NOK" exchangeRt="10.50015057"/>
        <valUSD>68955.75000000</valUSD>
        <pctVal>0.001937367164</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-6884079.84000000</amtCurSold>
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            <amtCurPur>660000.00000000</amtCurPur>
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            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>68955.75000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03818014"/>
        </identifiers>
        <balance>1852332.47000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-147726.21000000</valUSD>
        <pctVal>-0.00415048648</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1852332.47000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8850000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-147726.21000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
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          <ticker value="USD"/>
        </identifiers>
        <balance>466000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1216.79075147"/>
        <valUSD>8477.26000000</valUSD>
        <pctVal>0.000238175426</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-466000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>391451.90000000</amtCurPur>
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            <unrealizedAppr>8477.26000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>102230000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704837"/>
        <valUSD>223870.49000000</valUSD>
        <pctVal>0.006289821175</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-102230000.00000000</amtCurSold>
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            <amtCurPur>1529205.69000000</amtCurPur>
            <curPur>USD</curPur>
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            <unrealizedAppr>223870.49000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03874048"/>
        </identifiers>
        <balance>2060795.25000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15398527"/>
        <valUSD>-2073.72000000</valUSD>
        <pctVal>-0.00005826282</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-2060795.25000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>450000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-2073.72000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>137980000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704825"/>
        <valUSD>123612.92000000</valUSD>
        <pctVal>0.003473004243</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-137980000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>1885426.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>123612.92000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03862950"/>
        </identifiers>
        <balance>6972389.55000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458737"/>
        <valUSD>-12317.72000000</valUSD>
        <pctVal>-0.00034607623</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-6972389.55000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>630000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-12317.72000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03797527"/>
        </identifiers>
        <balance>1836643.25000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-151314.15000000</valUSD>
        <pctVal>-0.00425129254</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1836643.25000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>131990000.00000000</amtCurPur>
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            <unrealizedAppr>-151314.15000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03775667"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-63971.83000000</valUSD>
        <pctVal>-0.00179733993</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6821137.05000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-63971.83000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>204760000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704818"/>
        <valUSD>168551.15000000</valUSD>
        <pctVal>0.004735579898</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-204760000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>2783052.14000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>168551.15000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03858406"/>
        </identifiers>
        <balance>8027092.08000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458733"/>
        <valUSD>-19998.58000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-8027092.08000000</amtCurSold>
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            <amtCurPur>720000.00000000</amtCurPur>
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            <unrealizedAppr>-19998.58000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03809144"/>
        </identifiers>
        <balance>610000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-14942.16000000</valUSD>
        <pctVal>-0.00041981198</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-610000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6874857.38000000</amtCurPur>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>120000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.53745010"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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            <amtCurSold>-120000.00000000</amtCurSold>
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            <amtCurPur>33574.89000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03874081"/>
        </identifiers>
        <balance>7498026.88000000</balance>
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        <currencyConditional curCd="NOK" exchangeRt="10.50015054"/>
        <valUSD>-11471.32000000</valUSD>
        <pctVal>-0.00032229594</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-7498026.88000000</amtCurSold>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - ZAR</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTZAR__03748631"/>
        </identifiers>
        <balance>15325070.08000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-2101778.72000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
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        <balance>6823985.82000000</balance>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
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        <balance>6939168.96000000</balance>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-6939168.96000000</amtCurSold>
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            <amtCurPur>620000.00000000</amtCurPur>
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          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
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          <ticker value="USD"/>
        </identifiers>
        <balance>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="1.42354009"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-720000.00000000</amtCurSold>
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            <amtCurPur>506849.51000000</amtCurPur>
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          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTEUR__03727237"/>
        </identifiers>
        <balance>7156891.09000000</balance>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <ticker value="USD"/>
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        <balance>49730000.00000000</balance>
        <units>NC</units>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-49730000.00000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTRUB__03775692"/>
        </identifiers>
        <balance>1884206.07000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-243184.06000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-1884206.07000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>128520000.00000000</amtCurPur>
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            <settlementDt>2020-04-15</settlementDt>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTSEK__03894229"/>
        </identifiers>
        <balance>866229.92000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>15912.25000000</valUSD>
        <pctVal>0.000447067440</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-866229.92000000</amtCurSold>
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            <unrealizedAppr>15912.25000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTEUR__03868104"/>
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        <balance>8027733.88000000</balance>
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        <currencyConditional curCd="NOK" exchangeRt="10.50015058"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-8027733.88000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTBRL__03809086"/>
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        <balance>1693889.59000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-1693889.59000000</amtCurSold>
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            <unrealizedAppr>-126037.05000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTBRL__03809091"/>
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        <balance>1989606.84000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-138616.31000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1989606.84000000</amtCurSold>
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            <amtCurPur>9610000.00000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Vanguard Index Fds</name>
        <lei>549300G6KNDK44WUN559</lei>
        <title>VANGUARD SMALL-CAP ETF</title>
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        <identifiers>
          <isin value="US9229087518"/>
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        <balance>707095.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTEUR__03727236"/>
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        <balance>7159959.69000000</balance>
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        <currencyConditional curCd="SEK" exchangeRt="9.90458729"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - TRY</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTTRY__03874115"/>
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        <balance>1529307.35000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-51186.48000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <counterparties>
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            <amtCurSold>-1529307.35000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
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        <balance>7388987.52000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTKRW__03780826"/>
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        <balance>355848.64000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6569.19000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <counterparties>
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            <amtCurSold>-355848.64000000</amtCurSold>
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            <amtCurPur>425000000.00000000</amtCurPur>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <ticker value="USD"/>
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        <balance>329000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="COP" exchangeRt="4063.91739155"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-329000000.00000000</amtCurSold>
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            <unrealizedAppr>5629.41000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
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        <balance>1746362.33000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-163100.92000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1746362.33000000</amtCurSold>
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            <amtCurPur>8220000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-163100.92000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03801255"/>
        </identifiers>
        <balance>620000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-37408.43000000</valUSD>
        <pctVal>-0.00105101987</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-620000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6754232.88000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-37408.43000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03894224"/>
        </identifiers>
        <balance>794726.89000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>15753.85000000</valUSD>
        <pctVal>0.000442617065</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-794726.89000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8030000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>15753.85000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385300"/>
        <valUSD>3530.89000000</valUSD>
        <pctVal>0.000099203189</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>407484.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>3530.89000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>389000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="851.97309193"/>
        <valUSD>8779.48000000</valUSD>
        <pctVal>0.000246666540</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-389000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>465366.67000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>8779.48000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>56800000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704826"/>
        <valUSD>120488.13000000</valUSD>
        <pctVal>0.003385210759</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-56800000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>845745.29000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>120488.13000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03809076"/>
        </identifiers>
        <balance>3287861.51000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-202235.26000000</valUSD>
        <pctVal>-0.00568196201</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3287861.51000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>16020000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-202235.26000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>630000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96755000"/>
        <valUSD>1598.85000000</valUSD>
        <pctVal>0.000044920974</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-630000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>652727.99000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>1598.85000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03844639"/>
        </identifiers>
        <balance>1756232.47000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>29202.55000000</valUSD>
        <pctVal>0.000820469090</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1756232.47000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>139830000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>29202.55000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80648350"/>
        <valUSD>-8162.92000000</valUSD>
        <pctVal>-0.00022934379</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-740000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>909400.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-8162.92000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>248850000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704799"/>
        <valUSD>-30572.18000000</valUSD>
        <pctVal>-0.00085894994</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-248850000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>3146896.92000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-30572.18000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03775640"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088130"/>
        <valUSD>-68815.16000000</valUSD>
        <pctVal>-0.00193341717</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-670000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7000830.67000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-68815.16000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03756808"/>
        </identifiers>
        <balance>3172662.60000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458742"/>
        <valUSD>9028.82000000</valUSD>
        <pctVal>0.000253671947</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3172662.60000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>300000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>9028.82000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
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        <pctVal>0.000086012210</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>400894.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>3061.39000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03868108"/>
        </identifiers>
        <balance>7526800.64000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015052"/>
        <valUSD>-14211.64000000</valUSD>
        <pctVal>-0.00039928743</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-7526800.64000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>640000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-14211.64000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>-1319.61000000</valUSD>
        <pctVal>-0.00003707550</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>396513.00000000</amtCurPur>
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            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-1319.61000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ishares Inc</name>
        <lei>549300MGJZCNMJLBAJ67</lei>
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        <cusip>464286707</cusip>
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          <isin value="US4642867075"/>
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        <balance>276872.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6489879.68000000</valUSD>
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        <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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>7960000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.19181479"/>
        <valUSD>155487.00000000</valUSD>
        <pctVal>0.004368532114</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurPur>1688669.58000000</amtCurPur>
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            <unrealizedAppr>155487.00000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>620000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="1.42384999"/>
        <valUSD>-452.14000000</valUSD>
        <pctVal>-0.00001270323</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-620000.00000000</amtCurSold>
            <curSold>SGD</curSold>
            <amtCurPur>434986.99000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-452.14000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>-1033.61000000</valUSD>
        <pctVal>-0.00002904010</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>396799.00000000</amtCurPur>
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            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-1033.61000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>7670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.42317664"/>
        <valUSD>7677.91000000</valUSD>
        <pctVal>0.000215717046</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-7670000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>5397030.01000000</amtCurPur>
            <curPur>USD</curPur>
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            <unrealizedAppr>7677.91000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>70330000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="75.77017506"/>
        <valUSD>23760.36000000</valUSD>
        <pctVal>0.000667566392</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-70330000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>951961.99000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>23760.36000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03756795"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-75977.29000000</valUSD>
        <pctVal>-0.00213464296</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6810352.56000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-75977.29000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03862917"/>
        </identifiers>
        <balance>5923.41000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-145.08000000</valUSD>
        <pctVal>-0.00000407613</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-5923.41000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>30000.00000000</amtCurPur>
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            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-145.08000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>FTSE/JSE TOP 40   Jun20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="AIM0"/>
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        <balance>-24.00000000</balance>
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        <currencyConditional curCd="ZAR" exchangeRt="17.86000000"/>
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        <assetCat>DE</assetCat>
        <issuerConditional desc="future" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>SAFEX FTSE/JSE Top 40 Index</indexName>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - KRW</title>
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          <other otherDesc="Internal ID" value="CCTKRW__03809181"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
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        <name>N/A</name>
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        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>N/A</name>
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            <curPur>USD</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>-15171.31000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COMMODITIES EXCHANGE CENTER</name>
        <lei>N/A</lei>
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          <ticker value="SIK0 COMDTY"/>
        </identifiers>
        <balance>212.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-346365.00000000</valUSD>
        <pctVal>-0.00973140279</pctVal>
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        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <isin value="N/A"/>
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            </descRefInstrmnt>
            <expDate>2020-05-27</expDate>
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            <unrealizedAppr>-346365.00000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03858397"/>
        </identifiers>
        <balance>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTNOK__03780782"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-640000.00000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03868109"/>
        </identifiers>
        <balance>7314640.34000000</balance>
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        <currencyConditional curCd="NOK" exchangeRt="10.50015048"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-7314640.34000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>620000.00000000</amtCurPur>
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            <unrealizedAppr>-15962.95000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03809210"/>
        </identifiers>
        <balance>1819551.59000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-74082.33000000</valUSD>
        <pctVal>-0.00208140254</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1819551.59000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>136700000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-74082.33000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1340000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.68676699"/>
        <valUSD>11657.85000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1340000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>806077.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>11657.85000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03879860"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088130"/>
        <valUSD>8783.77000000</valUSD>
        <pctVal>0.000246787071</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-670000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7815631.07000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>8783.77000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03780778"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7173996.72000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>25940000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="75.77017580"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-25940000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>352464.81000000</amtCurPur>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CHICAGO BOARD OF TRADE</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
        <title>KC HRW WHEAT FUT  May20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="KWK0 COMDTY"/>
        </identifiers>
        <balance>-216.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
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                <identifiers>
                  <isin value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-05-14</expDate>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTBRL__03827767"/>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NZD</title>
        <cusip>N/A</cusip>
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        <balance>3271494.46000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <ticker value="USD"/>
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        <currencyConditional curCd="GBP" exchangeRt="0.80648350"/>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
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        </identifiers>
        <balance>610000.00000000</balance>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
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          <ticker value="USD"/>
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        <balance>640000.00000000</balance>
        <units>NC</units>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-640000.00000000</amtCurSold>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTSGD__03840410"/>
        </identifiers>
        <balance>160957.57000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
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          <other otherDesc="Internal ID" value="CCTNOK__03801267"/>
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        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-620000.00000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTSEK__03894235"/>
        </identifiers>
        <balance>765596.51000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-765596.51000000</amtCurSold>
            <curSold>USD</curSold>
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            <curPur>SEK</curPur>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTEUR__03738032"/>
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        <balance>7718744.64000000</balance>
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        <currencyConditional curCd="NOK" exchangeRt="10.50015051"/>
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        <pctVal>0.002171581645</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <curSold>NOK</curSold>
            <amtCurPur>740000.00000000</amtCurPur>
            <curPur>EUR</curPur>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03818043"/>
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        <balance>620000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-620000.00000000</amtCurSold>
            <curSold>EUR</curSold>
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        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03818053"/>
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        <balance>610000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-610000.00000000</amtCurSold>
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            <unrealizedAppr>-18092.91000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>161460000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704822"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
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            <amtCurSold>-161460000.00000000</amtCurSold>
            <curSold>RUB</curSold>
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            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>16000.52000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03780786"/>
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        <balance>640000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>640000.00000000</balance>
        <units>NC</units>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
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        <balance>1940000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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        <securityLending>
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      <invstOrSec>
        <name>CHICAGO BOARD OF TRADE</name>
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        <identifiers>
          <ticker value="S K0 COMDTY"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
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                <issuerName>N/A</issuerName>
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                  <isin value="N/A"/>
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            <expDate>2020-05-14</expDate>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <ticker value="USD"/>
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        <balance>640000.00000000</balance>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <amtCurSold>-640000.00000000</amtCurSold>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EUREX DEUTSCHLAND</name>
        <lei>529900UT4DG0LG5R9O07</lei>
        <title>EURO STOXX 50     Jun20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000C2EZL67"/>
        </identifiers>
        <balance>-1081.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91136850"/>
        <valUSD>-53315.44000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Eurex EURO STOXX 50 Future</indexName>
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            <expDate>2020-06-19</expDate>
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            <curCd>EUR</curCd>
            <unrealizedAppr>-53315.44000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03818002"/>
        </identifiers>
        <balance>1637763.72000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-156586.08000000</valUSD>
        <pctVal>-0.00439941164</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1637763.72000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7690000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-156586.08000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>56760000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704778"/>
        <valUSD>120778.45000000</valUSD>
        <pctVal>0.003393367532</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-56760000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>845524.87000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>120778.45000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>135700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704801"/>
        <valUSD>20989.27000000</valUSD>
        <pctVal>0.000589710394</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-135700000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>1753689.92000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>20989.27000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03801253"/>
        </identifiers>
        <balance>620000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-38410.92000000</valUSD>
        <pctVal>-0.00107918563</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-620000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6743706.52000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-38410.92000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385301"/>
        <valUSD>-1112.31000000</valUSD>
        <pctVal>-0.00003125124</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-670000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>408961.30000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-1112.31000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03748595"/>
        </identifiers>
        <balance>7090600.62000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458726"/>
        <valUSD>19660.81000000</valUSD>
        <pctVal>0.000552386243</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7090600.62000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>19660.81000000</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>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__03780832"/>
        </identifiers>
        <balance>356169.81000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4424.86000000</valUSD>
        <pctVal>-0.00012431999</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-356169.81000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>428000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>-4424.86000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>187200000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704797"/>
        <valUSD>102764.06000000</valUSD>
        <pctVal>0.002887238781</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-187200000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>2493048.23000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>102764.06000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>159390000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704796"/>
        <valUSD>-19867.11000000</valUSD>
        <pctVal>-0.00055818240</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-159390000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>2015321.96000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-19867.11000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03801288"/>
        </identifiers>
        <balance>320000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-4650.10000000</valUSD>
        <pctVal>-0.00013064829</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-320000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>3433504.64000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-4650.10000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>53830000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="17.89720829"/>
        <valUSD>17776.07000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-53830000.00000000</amtCurSold>
            <curSold>ZAR</curSold>
            <amtCurPur>3025507.73000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>17776.07000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96755000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-720000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>752988.42000000</amtCurPur>
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            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>8840.83000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03879879"/>
        </identifiers>
        <balance>2377160.17000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-12157.86000000</valUSD>
        <pctVal>-0.00034158483</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-2377160.17000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>185220000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-12157.86000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1210000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96755000"/>
        <valUSD>5608.74000000</valUSD>
        <pctVal>0.000157582053</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1210000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>1256190.11000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>5608.74000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03756809"/>
        </identifiers>
        <balance>790000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-24676.47000000</valUSD>
        <pctVal>-0.00069330523</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-790000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>8345758.29000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-24676.47000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03849287"/>
        </identifiers>
        <balance>2231717.77000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>45691.87000000</valUSD>
        <pctVal>0.001283749776</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2231717.77000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>178360000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>45691.87000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03891981"/>
        </identifiers>
        <balance>758724.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1620.81000000</valUSD>
        <pctVal>-0.00004553795</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-758724.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>690000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-1620.81000000</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>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03888135"/>
        </identifiers>
        <balance>626875.79000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3305.31000000</valUSD>
        <pctVal>-0.00009286533</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-626875.79000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2590000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-3305.31000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03862952"/>
        </identifiers>
        <balance>6862633.68000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458728"/>
        <valUSD>-12214.79000000</valUSD>
        <pctVal>-0.00034318433</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6862633.68000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>620000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-12214.79000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1120000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.53744999"/>
        <valUSD>-495.96000000</valUSD>
        <pctVal>-0.00001393439</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1120000.00000000</amtCurSold>
            <curSold>ILS</curSold>
            <amtCurPur>316116.29000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-495.96000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>14680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="23.45924984"/>
        <valUSD>-23243.82000000</valUSD>
        <pctVal>-0.00065305378</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-14680000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>602522.14000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-23243.82000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03874093"/>
        </identifiers>
        <balance>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>5179.26000000</valUSD>
        <pctVal>0.000145515468</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-730000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7989049.19000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>5179.26000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385300"/>
        <valUSD>963.49000000</valUSD>
        <pctVal>0.000027070025</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>404916.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>963.49000000</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>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__03887426"/>
        </identifiers>
        <balance>1058014.89000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4616.47000000</valUSD>
        <pctVal>0.000129703431</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1058014.89000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1293000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>4616.47000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03801387"/>
        </identifiers>
        <balance>1763209.21000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-134189.69000000</valUSD>
        <pctVal>-0.00377016708</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1763209.21000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>127580000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-134189.69000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>870000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385301"/>
        <valUSD>3488.56000000</valUSD>
        <pctVal>0.000098013894</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-870000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>535972.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>3488.56000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385300"/>
        <valUSD>1491.49000000</valUSD>
        <pctVal>0.000041904609</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>405444.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>1491.49000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>462000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="851.97308761"/>
        <valUSD>9265.77000000</valUSD>
        <pctVal>0.000260329248</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-462000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>551536.42000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>9265.77000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03809199"/>
        </identifiers>
        <balance>2102332.93000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-90765.80000000</valUSD>
        <pctVal>-0.00255013803</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2102332.93000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>157540000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-90765.80000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>405000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1216.79073876"/>
        <valUSD>7226.17000000</valUSD>
        <pctVal>0.000203025048</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-405000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>340068.94000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>7226.17000000</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>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__03780836"/>
        </identifiers>
        <balance>355430.36000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3685.41000000</valUSD>
        <pctVal>-0.00010354455</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-355430.36000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>428000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>-3685.41000000</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>CURRENCY CONTRACT - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__03893932"/>
        </identifiers>
        <balance>18830.84000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-50.90000000</valUSD>
        <pctVal>-0.00000143007</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-18830.84000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>16000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-50.90000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03801297"/>
        </identifiers>
        <balance>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-11370.45000000</valUSD>
        <pctVal>-0.00031946192</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-680000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7281449.52000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-11370.45000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03868090"/>
        </identifiers>
        <balance>420746.33000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-8559.05000000</valUSD>
        <pctVal>-0.00024047338</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-420746.33000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2140000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-8559.05000000</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>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__03780828"/>
        </identifiers>
        <balance>837.24000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-15.41000000</valUSD>
        <pctVal>-0.00000043295</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-837.24000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>-15.41000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03809083"/>
        </identifiers>
        <balance>658384.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-45881.41000000</valUSD>
        <pctVal>-0.00128907505</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-658384.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3180000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-45881.41000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03801365"/>
        </identifiers>
        <balance>1843196.10000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-152376.50000000</valUSD>
        <pctVal>-0.00428114011</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1843196.10000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>132420000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-152376.50000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ASX - TRADE24</name>
        <lei>N/A</lei>
        <title>AUST 10Y BOND FUT Jun20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="XMM0 COMDTY"/>
        </identifiers>
        <balance>304.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385300"/>
        <valUSD>402151.84000000</valUSD>
        <pctVal>0.011298778856</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>SFE 10 Year Australian Bond Fu</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-06-15</expDate>
            <notionalAmt>27114252.02000000</notionalAmt>
            <curCd>AUD</curCd>
            <unrealizedAppr>402151.84000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ishares Inc</name>
        <lei>5493000860OXIC4B5K91</lei>
        <title>ISHARES MSCI ITALY ETF</title>
        <cusip>46434G830</cusip>
        <identifiers>
          <isin value="US46434G8309"/>
        </identifiers>
        <balance>145758.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3027393.66000000</valUSD>
        <pctVal>0.085057055750</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03868120"/>
        </identifiers>
        <balance>7200095.10000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458734"/>
        <valUSD>-2372.49000000</valUSD>
        <pctVal>-0.00006665701</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7200095.10000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>660000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-2372.49000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03738048"/>
        </identifiers>
        <balance>6987623.28000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458735"/>
        <valUSD>19079.37000000</valUSD>
        <pctVal>0.000536050220</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6987623.28000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>660000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>19079.37000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>210000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385306"/>
        <valUSD>1421.67000000</valUSD>
        <pctVal>0.000039942960</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-210000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>129952.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>1421.67000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03817988"/>
        </identifiers>
        <balance>4313558.42000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-413188.16000000</valUSD>
        <pctVal>-0.01160885312</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-4313558.42000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>20250000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-413188.16000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03775689"/>
        </identifiers>
        <balance>1924751.20000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-247977.07000000</valUSD>
        <pctVal>-0.00696711489</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1924751.20000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>131320000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-247977.07000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>630000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96755000"/>
        <valUSD>2574.14000000</valUSD>
        <pctVal>0.000072322530</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-630000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>653703.28000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>2574.14000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - COP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCOP__03756906"/>
        </identifiers>
        <balance>669931.10000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-99299.41000000</valUSD>
        <pctVal>-0.00278989665</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-669931.10000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2319000000.00000000</amtCurPur>
            <curPur>COP</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-99299.41000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03887407"/>
        </identifiers>
        <balance>2044311.30000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15398523"/>
        <valUSD>1894.50000000</valUSD>
        <pctVal>0.000053227498</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2044311.30000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>450000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>1894.50000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03894194"/>
        </identifiers>
        <balance>313580.95000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-591.90000000</valUSD>
        <pctVal>-0.00001662990</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-313580.95000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1300000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-591.90000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>249950000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704807"/>
        <valUSD>-19069.09000000</valUSD>
        <pctVal>-0.00053576139</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-249950000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>3172445.48000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-19069.09000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>9240000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50099998"/>
        <valUSD>-1572.51000000</valUSD>
        <pctVal>-0.00004418093</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9240000.00000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>878343.69000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-1572.51000000</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>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03862906"/>
        </identifiers>
        <balance>400000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>4393.72000000</valUSD>
        <pctVal>0.000123445091</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-400000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>1842412.40000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>4393.72000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>204200000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="17.89720832"/>
        <valUSD>237760.58000000</valUSD>
        <pctVal>0.006680074407</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-204200000.00000000</amtCurSold>
            <curSold>ZAR</curSold>
            <amtCurPur>11647361.25000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>237760.58000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385300"/>
        <valUSD>1128.49000000</valUSD>
        <pctVal>0.000031705832</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>405081.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>1128.49000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385300"/>
        <valUSD>659.89000000</valUSD>
        <pctVal>0.000018540139</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>404613.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>659.89000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03765568"/>
        </identifiers>
        <balance>183456.85000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-19737.60000000</valUSD>
        <pctVal>-0.00055454372</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-183456.85000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>850000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-19737.60000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03780768"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-38861.06000000</valUSD>
        <pctVal>-0.00109183268</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7200078.60000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-38861.06000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.68676700"/>
        <valUSD>5180.43000000</valUSD>
        <pctVal>0.000145548340</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-650000.00000000</amtCurSold>
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            <amtCurPur>390533.00000000</amtCurPur>
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            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>5180.43000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03858421"/>
        </identifiers>
        <balance>8891971.21000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>737414.56000000</valUSD>
        <pctVal>0.020718254176</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-8891971.21000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>101110000.00000000</amtCurPur>
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            <unrealizedAppr>737414.56000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>91790000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="75.77017548"/>
        <valUSD>37417.02000000</valUSD>
        <pctVal>0.001051261221</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-91790000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>1248843.54000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>37417.02000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03756856"/>
        </identifiers>
        <balance>557769.89000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-85331.25000000</valUSD>
        <pctVal>-0.00239744998</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-557769.89000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>37000000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-85331.25000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03765608"/>
        </identifiers>
        <balance>6854848.44000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015052"/>
        <valUSD>71739.65000000</valUSD>
        <pctVal>0.002015583070</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6854848.44000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>660000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>71739.65000000</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>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__03801401"/>
        </identifiers>
        <balance>1372456.42000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-30107.67000000</valUSD>
        <pctVal>-0.00084589916</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1372456.42000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>101710000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-30107.67000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>540000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91136850"/>
        <valUSD>5723.46000000</valUSD>
        <pctVal>0.000160805204</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-540000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>598239.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>5723.46000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>520000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385298"/>
        <valUSD>795.51000000</valUSD>
        <pctVal>0.000022350492</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-520000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>319061.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>795.51000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>318200000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704806"/>
        <valUSD>-41741.45000000</valUSD>
        <pctVal>-0.00117275955</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-318200000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>4021230.89000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-41741.45000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>9140000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.19181478"/>
        <valUSD>177825.20000000</valUSD>
        <pctVal>0.004996141780</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9140000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>1938288.62000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>177825.20000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03775649"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088130"/>
        <valUSD>-66858.98000000</valUSD>
        <pctVal>-0.00187845672</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-670000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7021370.86000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-66858.98000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03891994"/>
        </identifiers>
        <balance>471714.30000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>103.63000000</valUSD>
        <pctVal>0.000002911568</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-471714.30000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>430000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>103.63000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>71660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015052"/>
        <valUSD>-2298.44000000</valUSD>
        <pctVal>-0.00006457651</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-71660000.00000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>6822365.63000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-2298.44000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03780733"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-38586.13000000</valUSD>
        <pctVal>-0.00108410830</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7202965.44000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-38586.13000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03738057"/>
        </identifiers>
        <balance>7082230.98000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458731"/>
        <valUSD>20505.84000000</valUSD>
        <pctVal>0.000576128040</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7082230.98000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>20505.84000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03844601"/>
        </identifiers>
        <balance>6675057.37000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458733"/>
        <valUSD>-4254.84000000</valUSD>
        <pctVal>-0.00011954314</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-6675057.37000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>610000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-4254.84000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03879824"/>
        </identifiers>
        <balance>2309531.43000000</balance>
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        <currencyConditional curCd="PLN" exchangeRt="4.15398525"/>
        <valUSD>3917.63000000</valUSD>
        <pctVal>0.000110068960</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-2309531.43000000</amtCurSold>
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            <amtCurPur>510000.00000000</amtCurPur>
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            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>3917.63000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__03738188"/>
        </identifiers>
        <balance>1034284.39000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-42469.02000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <ticker value="USD"/>
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        <balance>15820000.00000000</balance>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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      <invstOrSec>
        <name>CHICAGO BOARD OF TRADE</name>
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        <title>DJIA MINI e-CBOT  Jun20</title>
        <cusip>N/A</cusip>
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          <ticker value="DMM0 INDEX"/>
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        <balance>-40.00000000</balance>
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        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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            <payOffProf>Short</payOffProf>
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                <indexName>CBOT $5 Mini Dow Jones Industr</indexName>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <ticker value="USD"/>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTNOK__03809124"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>15470000.00000000</balance>
        <units>NC</units>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>ISHARES TRUST</name>
        <lei>5493000860OXIC4B5K91</lei>
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          <isin value="US4642876225"/>
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        <balance>1734832.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03797385"/>
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        <balance>2078197.92000000</balance>
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        <currencyConditional curCd="PLN" exchangeRt="4.15398528"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-2078197.92000000</amtCurSold>
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            <amtCurPur>480000.00000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>124000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="COP" exchangeRt="4063.91755753"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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            <amtCurSold>-124000000.00000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03887434"/>
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        <balance>194571.36000000</balance>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NZD</title>
        <cusip>N/A</cusip>
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        <balance>624382.50000000</balance>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal ID" value="CCTRUB__03801353"/>
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        <balance>1993671.81000000</balance>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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          <ticker value="USD"/>
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        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-630000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>652572.48000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>1443.34000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>2463000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="COP" exchangeRt="4063.91731798"/>
        <valUSD>86155.95000000</valUSD>
        <pctVal>0.002420620594</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2463000000.00000000</amtCurSold>
            <curSold>COP</curSold>
            <amtCurPur>692221.43000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>86155.95000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>61000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1216.79083585"/>
        <valUSD>1072.01000000</valUSD>
        <pctVal>0.000030118981</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-61000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>51203.88000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>1072.01000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03818038"/>
        </identifiers>
        <balance>620000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-15631.86000000</valUSD>
        <pctVal>-0.00043918965</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-620000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6982890.12000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-15631.86000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1960000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>5664.07000000</valUSD>
        <pctVal>0.000159136594</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1960000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>1205282.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>5664.07000000</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>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__03765676"/>
        </identifiers>
        <balance>355385.83000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-9393.72000000</valUSD>
        <pctVal>-0.00026392410</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-355385.83000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>421000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>-9393.72000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03888111"/>
        </identifiers>
        <balance>820594.27000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5993.67000000</valUSD>
        <pctVal>0.000168396971</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-820594.27000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8680000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>5993.67000000</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>CURRENCY CONTRACT - ILS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTILS__03765626"/>
        </identifiers>
        <balance>3126424.95000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-60536.92000000</valUSD>
        <pctVal>-0.00170083337</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3126424.95000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10840000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>-60536.92000000</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>CURRENCY CONTRACT - CAD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCAD__03818024"/>
        </identifiers>
        <balance>1538264.69000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-34586.27000000</valUSD>
        <pctVal>-0.00097172902</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1538264.69000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2140000.00000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-34586.27000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03765572"/>
        </identifiers>
        <balance>185476.74000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-19831.39000000</valUSD>
        <pctVal>-0.00055717882</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-185476.74000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>860000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-19831.39000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03894217"/>
        </identifiers>
        <balance>657529.36000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>11647.14000000</valUSD>
        <pctVal>0.000327235750</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-657529.36000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6630000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>11647.14000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03818012"/>
        </identifiers>
        <balance>1691035.62000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-138591.95000000</valUSD>
        <pctVal>-0.00389385211</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1691035.62000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8060000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-138591.95000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03840433"/>
        </identifiers>
        <balance>278799.30000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-10658.45000000</valUSD>
        <pctVal>-0.00029945771</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-278799.30000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>21000000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-10658.45000000</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>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03827748"/>
        </identifiers>
        <balance>70000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088132"/>
        <valUSD>-2269.38000000</valUSD>
        <pctVal>-0.00006376005</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-70000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>309801.17000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-2269.38000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385300"/>
        <valUSD>3971.08000000</valUSD>
        <pctVal>0.000111570681</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-730000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>450767.70000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>3971.08000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>160000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385294"/>
        <valUSD>142.37000000</valUSD>
        <pctVal>0.000003999999</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-160000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>98070.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>142.37000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>71850000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704827"/>
        <valUSD>157028.81000000</valUSD>
        <pctVal>0.004411850504</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-71850000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>1074453.58000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>157028.81000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03748576"/>
        </identifiers>
        <balance>7449522.48000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015054"/>
        <valUSD>80975.11000000</valUSD>
        <pctVal>0.002275060735</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7449522.48000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>720000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>80975.11000000</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>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03756753"/>
        </identifiers>
        <balance>500000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088130"/>
        <valUSD>-31403.74000000</valUSD>
        <pctVal>-0.00088231329</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-500000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>2149750.50000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-31403.74000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80648350"/>
        <valUSD>-3300.31000000</valUSD>
        <pctVal>-0.00009272485</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-730000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>901863.90000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-3300.31000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03738007"/>
        </identifiers>
        <balance>6830313.60000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015055"/>
        <valUSD>74076.27000000</valUSD>
        <pctVal>0.002081232285</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6830313.60000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>660000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>74076.27000000</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>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03894206"/>
        </identifiers>
        <balance>734975.18000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-654.73000000</valUSD>
        <pctVal>-0.00001839516</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-734975.18000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3050000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-654.73000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03893925"/>
        </identifiers>
        <balance>720414.95000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>500.88000000</valUSD>
        <pctVal>0.000014072625</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-720414.95000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>56460000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>500.88000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03801292"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-10014.43000000</valUSD>
        <pctVal>-0.00028136345</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6968671.45000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-10014.43000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ishares Inc</name>
        <lei>549300MGJZCNMJLBAJ67</lei>
        <title>ISHARES MSCI SOUTH KOREA</title>
        <cusip>464286772</cusip>
        <identifiers>
          <isin value="US4642867729"/>
        </identifiers>
        <balance>211041.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9902043.72000000</valUSD>
        <pctVal>0.278205869247</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03844599"/>
        </identifiers>
        <balance>750000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088130"/>
        <valUSD>4513.79000000</valUSD>
        <pctVal>0.000126818554</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-750000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>8692992.75000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>4513.79000000</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>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__03844644"/>
        </identifiers>
        <balance>667984.08000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-12185.15000000</valUSD>
        <pctVal>-0.00034235157</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-667984.08000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>49690000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-12185.15000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.68676700"/>
        <valUSD>4518.33000000</valUSD>
        <pctVal>0.000126946109</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>383942.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>4518.33000000</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>CURRENCY CONTRACT - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__03756817"/>
        </identifiers>
        <balance>48423643.94000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-286907.14000000</valUSD>
        <pctVal>-0.00806088647</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-48423643.94000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5193000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-286907.14000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03765563"/>
        </identifiers>
        <balance>4985031.89000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-558833.94000000</valUSD>
        <pctVal>-0.01570088826</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-4985031.89000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>22980000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-558833.94000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>990000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80648350"/>
        <valUSD>-297.96000000</valUSD>
        <pctVal>-0.00000837142</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-990000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>1227253.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-297.96000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03780801"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-41217.72000000</valUSD>
        <pctVal>-0.00115804493</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6944784.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-41217.72000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>11420000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.19181478"/>
        <valUSD>75465.46000000</valUSD>
        <pctVal>0.002120262694</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-11420000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>2275081.68000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>75465.46000000</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>CURRENCY CONTRACT - AUD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTAUD__03893936"/>
        </identifiers>
        <balance>401284.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3451.39000000</valUSD>
        <pctVal>-0.00009696957</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-401284.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>650000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-3451.39000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03893926"/>
        </identifiers>
        <balance>642125.20000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>774.41000000</valUSD>
        <pctVal>0.000021757670</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-642125.20000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>50350000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>774.41000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>30310000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="75.77017533"/>
        <valUSD>12207.42000000</valUSD>
        <pctVal>0.000342977266</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-30310000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>412232.89000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>12207.42000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03849298"/>
        </identifiers>
        <balance>1670541.27000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>42495.72000000</valUSD>
        <pctVal>0.001193951375</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1670541.27000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>134160000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>42495.72000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1388000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1216.79074090"/>
        <valUSD>-2067.36000000</valUSD>
        <pctVal>-0.00005808413</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1388000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>1138638.23000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>-2067.36000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>926000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="851.97308133"/>
        <valUSD>27632.47000000</valUSD>
        <pctVal>0.000776356432</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-926000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>1114521.27000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>27632.47000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03874106"/>
        </identifiers>
        <balance>393539.94000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1265.54000000</valUSD>
        <pctVal>0.000035556362</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-393539.94000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>30920000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>1265.54000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03775646"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088130"/>
        <valUSD>-68353.44000000</valUSD>
        <pctVal>-0.00192044478</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-670000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7005678.79000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-68353.44000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03844614"/>
        </identifiers>
        <balance>620000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>10524.03000000</valUSD>
        <pctVal>0.000295681073</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-620000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6845887.48000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>10524.03000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03818079"/>
        </identifiers>
        <balance>610000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-1612.86000000</valUSD>
        <pctVal>-0.00004531459</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-610000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6616940.23000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-1612.86000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03874053"/>
        </identifiers>
        <balance>2361200.40000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15398524"/>
        <valUSD>2457.59000000</valUSD>
        <pctVal>0.000069047964</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-2361200.40000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>520000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>2457.59000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03738022"/>
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        <balance>54646247.25000000</balance>
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        <currencyConditional curCd="NOK" exchangeRt="10.50015053"/>
        <valUSD>559318.95000000</valUSD>
        <pctVal>0.015714515010</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-54646247.25000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>5250000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>559318.95000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03840383"/>
        </identifiers>
        <balance>2008589.55000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-57441.37000000</valUSD>
        <pctVal>-0.00161386141</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2008589.55000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10130000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-57441.37000000</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>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__03765692"/>
        </identifiers>
        <balance>355475.25000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-9483.14000000</valUSD>
        <pctVal>-0.00026643643</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-355475.25000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>421000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>-9483.14000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HONG KONG FUTURES EXCHANGE LTD.</name>
        <lei>N/A</lei>
        <title>HANG SENG IDX FUT Apr20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="HIJ0 INDEX"/>
        </identifiers>
        <balance>444.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="HKD" exchangeRt="7.75090000"/>
        <valUSD>734489.10000000</valUSD>
        <pctVal>0.020636061029</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Hang Seng</indexName>
                <indexIdentifier>HSI</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2020-04-28</expDate>
            <notionalAmt>67193678.92000000</notionalAmt>
            <curCd>HKD</curCd>
            <unrealizedAppr>734489.10000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03862944"/>
        </identifiers>
        <balance>7238451.54000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015059"/>
        <valUSD>-19685.35000000</valUSD>
        <pctVal>-0.00055307571</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7238451.54000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>610000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-19685.35000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03879819"/>
        </identifiers>
        <balance>2087661.70000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15398529"/>
        <valUSD>2437.03000000</valUSD>
        <pctVal>0.000068470314</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2087661.70000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>460000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>2437.03000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03756776"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088130"/>
        <valUSD>-75278.27000000</valUSD>
        <pctVal>-0.00211500344</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-670000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6932967.04000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-75278.27000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03827764"/>
        </identifiers>
        <balance>1775764.13000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-71157.87000000</valUSD>
        <pctVal>-0.00199923749</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1775764.13000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8850000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-71157.87000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03827794"/>
        </identifiers>
        <balance>610000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-4051.30000000</valUSD>
        <pctVal>-0.00011382452</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-610000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6592788.50000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-4051.30000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>159390000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704796"/>
        <valUSD>83820.60000000</valUSD>
        <pctVal>0.002355007061</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-159390000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>2119009.67000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>83820.60000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385300"/>
        <valUSD>1333.09000000</valUSD>
        <pctVal>0.000037454233</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>405286.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>1333.09000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>960000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96755000"/>
        <valUSD>2405.42000000</valUSD>
        <pctVal>0.000067582206</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-960000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>994602.21000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>2405.42000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03818069"/>
        </identifiers>
        <balance>600000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088132"/>
        <valUSD>-24007.93000000</valUSD>
        <pctVal>-0.00067452207</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-600000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6664390.80000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-24007.93000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>46360000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80624573"/>
        <valUSD>-725935.20000000</valUSD>
        <pctVal>-0.02039573234</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-46360000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>56775144.88000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-725935.20000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03818049"/>
        </identifiers>
        <balance>620000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-19195.51000000</valUSD>
        <pctVal>-0.00053931326</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-620000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6945471.26000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-19195.51000000</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>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__03887427"/>
        </identifiers>
        <balance>1056458.86000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6172.50000000</valUSD>
        <pctVal>0.000173421343</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1056458.86000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1293000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>6172.50000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ishares Inc</name>
        <lei>549300MGJZCNMJLBAJ67</lei>
        <title>ISHARES MSCI CHILE ETF</title>
        <cusip>464286640</cusip>
        <identifiers>
          <isin value="US4642866408"/>
        </identifiers>
        <balance>241230.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5229866.40000000</valUSD>
        <pctVal>0.146937295875</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>CURRENCY CONTRACT - TRY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTTRY__03780855"/>
        </identifiers>
        <balance>3195075.24000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-217674.31000000</valUSD>
        <pctVal>-0.00611573452</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3195075.24000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>19700000.00000000</amtCurPur>
            <curPur>TRY</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-217674.31000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96755000"/>
        <valUSD>7911.14000000</valUSD>
        <pctVal>0.000222269830</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-680000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>710717.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>7911.14000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03797409"/>
        </identifiers>
        <balance>1690437.19000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-172663.48000000</valUSD>
        <pctVal>-0.00485111911</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1690437.19000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7880000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-172663.48000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>880000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.68676699"/>
        <valUSD>7858.30000000</valUSD>
        <pctVal>0.000220785248</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-880000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>529566.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>7858.30000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03818077"/>
        </identifiers>
        <balance>1170000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>1186.22000000</valUSD>
        <pctVal>0.000033327803</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1170000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>12733897.41000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>1186.22000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80648350"/>
        <valUSD>-607.87000000</valUSD>
        <pctVal>-0.00001707859</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-690000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>854958.30000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-607.87000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03775647"/>
        </identifiers>
        <balance>1260000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-129842.33000000</valUSD>
        <pctVal>-0.00364802451</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1260000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>13161239.28000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-129842.33000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03854141"/>
        </identifiers>
        <balance>600000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088132"/>
        <valUSD>12019.49000000</valUSD>
        <pctVal>0.000337697222</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-600000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7042684.20000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>12019.49000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03797438"/>
        </identifiers>
        <balance>820000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-56177.39000000</valUSD>
        <pctVal>-0.00157834888</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-820000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>8862648.56000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-56177.39000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__03775684"/>
        </identifiers>
        <balance>3021726.73000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-355389.10000000</valUSD>
        <pctVal>-0.00998494212</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-3021726.73000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>47720000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-355389.10000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>14660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="23.45925014"/>
        <valUSD>-21526.87000000</valUSD>
        <pctVal>-0.00060481469</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-14660000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>603386.54000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-21526.87000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>140050000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704811"/>
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        <pctVal>0.002615264103</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-140050000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>1881327.91000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>93083.80000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03797519"/>
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        <balance>1926899.39000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-158063.57000000</valUSD>
        <pctVal>-0.00444092291</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-1926899.39000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>138530000.00000000</amtCurPur>
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            <unrealizedAppr>-158063.57000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03738065"/>
        </identifiers>
        <balance>750000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.91088130"/>
        <valUSD>-17929.66000000</valUSD>
        <pctVal>-0.00050374819</pctVal>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-750000.00000000</amtCurSold>
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            <amtCurPur>7977637.50000000</amtCurPur>
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            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-17929.66000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
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        </identifiers>
        <balance>2079883.47000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>78778.07000000</valUSD>
        <pctVal>0.002213333132</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2079883.47000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>169060000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>78778.07000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03727258"/>
        </identifiers>
        <balance>6845424.64000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458740"/>
        <valUSD>11479.46000000</valUSD>
        <pctVal>0.000322524646</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6845424.64000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>640000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>11479.46000000</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>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__03809220"/>
        </identifiers>
        <balance>1432889.50000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-15181.29000000</valUSD>
        <pctVal>-0.00042653053</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1432889.50000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>107420000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-15181.29000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03849313"/>
        </identifiers>
        <balance>1822248.22000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>51417.90000000</valUSD>
        <pctVal>0.001444627186</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1822248.22000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>146740000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>51417.90000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>16550000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80624572"/>
        <valUSD>-1352013.43000000</valUSD>
        <pctVal>-0.03798590292</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-16550000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>19175227.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-1352013.43000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03840375"/>
        </identifiers>
        <balance>1598476.89000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-46033.22000000</valUSD>
        <pctVal>-0.00129334027</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1598476.89000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8060000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-46033.22000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>15990000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="23.45924994"/>
        <valUSD>-1077.69000000</valUSD>
        <pctVal>-0.00003027856</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-15990000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>680529.78000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-1077.69000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03756807"/>
        </identifiers>
        <balance>7077748.01000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458737"/>
        <valUSD>20958.46000000</valUSD>
        <pctVal>0.000588844762</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7077748.01000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>20958.46000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>630000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96755000"/>
        <valUSD>1747.66000000</valUSD>
        <pctVal>0.000049101910</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-630000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>652876.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>1747.66000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03738054"/>
        </identifiers>
        <balance>6970472.52000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458738"/>
        <valUSD>20810.97000000</valUSD>
        <pctVal>0.000584700912</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6970472.52000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>660000.00000000</amtCurPur>
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            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>20810.97000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03809121"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-10752.33000000</valUSD>
        <pctVal>-0.00030209534</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-640000.00000000</amtCurSold>
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            <amtCurPur>7264675.20000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-10752.33000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03827865"/>
        </identifiers>
        <balance>2855387.04000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-132225.16000000</valUSD>
        <pctVal>-0.00371497204</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-2855387.04000000</amtCurSold>
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            <amtCurPur>213270000.00000000</amtCurPur>
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            <unrealizedAppr>-132225.16000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>7330000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.53568033"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-7330000.00000000</amtCurSold>
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            <settlementDt>2020-04-16</settlementDt>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03738005"/>
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        <balance>1250926844.00000000</balance>
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        <currencyConditional curCd="NOK" exchangeRt="10.50015052"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
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        <balance>1433620.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-1433620.00000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.68676701"/>
        <valUSD>5768.33000000</valUSD>
        <pctVal>0.000162065863</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>397049.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>5768.33000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03879826"/>
        </identifiers>
        <balance>2131162.83000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15398524"/>
        <valUSD>2943.26000000</valUSD>
        <pctVal>0.000082693253</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2131162.83000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>470000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>2943.26000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03756796"/>
        </identifiers>
        <balance>7081757.96000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458734"/>
        <valUSD>20553.60000000</valUSD>
        <pctVal>0.000577469895</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7081757.96000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>20553.60000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03809198"/>
        </identifiers>
        <balance>2297388.14000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-102463.74000000</valUSD>
        <pctVal>-0.00287880104</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2297388.14000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>171900000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-102463.74000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03756804"/>
        </identifiers>
        <balance>7070475.83000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458732"/>
        <valUSD>21692.68000000</valUSD>
        <pctVal>0.000609473262</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7070475.83000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>21692.68000000</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>CURRENCY CONTRACT - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__03748619"/>
        </identifiers>
        <balance>71731096.14000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-503927.73000000</valUSD>
        <pctVal>-0.01415825420</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-71731096.14000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7684000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-503927.73000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>8940000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50100001"/>
        <valUSD>7816.01000000</valUSD>
        <pctVal>0.000219597076</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8940000.00000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>859163.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>7816.01000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>56320000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80624572"/>
        <valUSD>4150465.56000000</valUSD>
        <pctVal>0.116610662561</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-56320000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>74005099.52000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>4150465.56000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.68676700"/>
        <valUSD>5680.93000000</valUSD>
        <pctVal>0.000159610289</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>391033.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>5680.93000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03818050"/>
        </identifiers>
        <balance>620000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-18739.31000000</valUSD>
        <pctVal>-0.00052649596</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-620000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6950261.38000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-18739.31000000</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>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__03894306"/>
        </identifiers>
        <balance>895896.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3131.30000000</valUSD>
        <pctVal>-0.00008797638</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-895896.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>720000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-3131.30000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03862934"/>
        </identifiers>
        <balance>1698046.46000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-33888.48000000</valUSD>
        <pctVal>-0.00095212405</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1698046.46000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8640000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-33888.48000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>155910000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704797"/>
        <valUSD>-19041.94000000</valUSD>
        <pctVal>-0.00053499859</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-155910000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>1971712.36000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-19041.94000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>130090000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704785"/>
        <valUSD>87972.31000000</valUSD>
        <pctVal>0.002471652687</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-130090000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>1749041.05000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>87972.31000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>129480000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704817"/>
        <valUSD>4959.84000000</valUSD>
        <pctVal>0.000139350687</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-129480000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>1658239.72000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>4959.84000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>69110000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="17.89720833"/>
        <valUSD>99554.14000000</valUSD>
        <pctVal>0.002797053501</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-69110000.00000000</amtCurSold>
            <curSold>ZAR</curSold>
            <amtCurPur>3961050.23000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>99554.14000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>190380000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704817"/>
        <valUSD>-11213.72000000</valUSD>
        <pctVal>-0.00031505846</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-190380000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>2419674.63000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-11213.72000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96755000"/>
        <valUSD>8685.85000000</valUSD>
        <pctVal>0.000244035930</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>680485.76000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>8685.85000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1090000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80648350"/>
        <valUSD>4184.54000000</valUSD>
        <pctVal>0.000117568011</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1090000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>1355731.10000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>4184.54000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385300"/>
        <valUSD>2177.89000000</valUSD>
        <pctVal>0.000061189568</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>406131.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>2177.89000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.68676700"/>
        <valUSD>5901.93000000</valUSD>
        <pctVal>0.000165819462</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>391254.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>5901.93000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LONDON METAL EXCHANGE</name>
        <lei>213800NB8G5VRT1DXC91</lei>
        <title>LME COPPER FUTURE Jun20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00DV8VPH16"/>
        </identifiers>
        <balance>-39.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-145491.50000000</valUSD>
        <pctVal>-0.00408770051</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>LME Copper Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-06-15</expDate>
            <notionalAmt>-4681489.75000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-145491.50000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03780762"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-40498.46000000</valUSD>
        <pctVal>-0.00113783675</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7182885.60000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-40498.46000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03879846"/>
        </identifiers>
        <balance>1904615.16000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15398526"/>
        <valUSD>2588.80000000</valUSD>
        <pctVal>0.000072734414</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1904615.16000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>420000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>2588.80000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03727243"/>
        </identifiers>
        <balance>7154941.39000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458737"/>
        <valUSD>13164.76000000</valUSD>
        <pctVal>0.000369874502</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7154941.39000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>13164.76000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>1774.39000000</valUSD>
        <pctVal>0.000049852911</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>399607.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>1774.39000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03818011"/>
        </identifiers>
        <balance>2072483.42000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-177192.39000000</valUSD>
        <pctVal>-0.00497836247</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2072483.42000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>9840000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-177192.39000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>144410000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704804"/>
        <valUSD>-31370.15000000</valUSD>
        <pctVal>-0.00088136955</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-144410000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>1812545.11000000</amtCurPur>
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            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-31370.15000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03809081"/>
        </identifiers>
        <balance>1282235.06000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-89973.73000000</valUSD>
        <pctVal>-0.00252788418</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1282235.06000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6190000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-89973.73000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>152820000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704792"/>
        <valUSD>83045.76000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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        </derivativeInfo>
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      </invstOrSec>
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        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      </invstOrSec>
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        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        </identifiers>
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        <isRestrictedSec>N</isRestrictedSec>

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

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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
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        </identifiers>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
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          <ticker value="USD"/>
        </identifiers>
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        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704828"/>
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        <payoffProfile>N/A</payoffProfile>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>25460000.00000000</balance>
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        <currencyConditional curCd="CAD" exchangeRt="1.42317664"/>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
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        <balance>713492.00000000</balance>
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        <derivativeInfo>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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        <derivativeInfo>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1580000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>1652287.58000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>19297.04000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>960000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.42335000"/>
        <valUSD>5147.17000000</valUSD>
        <pctVal>0.000144613874</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-960000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>679612.34000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>5147.17000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEW YORK MERCANTILE EXCHANGE</name>
        <lei>5493008GFNDTXFPHWI47</lei>
        <title>NATURAL GAS FUTR  Jul20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="NGN20 COMDTY"/>
        </identifiers>
        <balance>-418.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>59050.00000000</valUSD>
        <pctVal>0.001659057164</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>NYMEX Henry Hub Natural Gas Fu</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-06-26</expDate>
            <notionalAmt>-8051210.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>59050.00000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03809203"/>
        </identifiers>
        <balance>1985810.72000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-70518.92000000</valUSD>
        <pctVal>-0.00198128568</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1985810.72000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>150000000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-70518.92000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03801283"/>
        </identifiers>
        <balance>630000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-9246.60000000</valUSD>
        <pctVal>-0.00025979065</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-630000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6758803.80000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-9246.60000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CME GLOBEX</name>
        <lei>N/A</lei>
        <title>90DAY EURO$ FUTR  Mar21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="EDH1 COMDTY"/>
        </identifiers>
        <balance>2491.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>639800.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>CME 3 Month Eurodollar Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-03-15</expDate>
            <notionalAmt>620335362.50000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>639800.00000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__03862966"/>
        </identifiers>
        <balance>22955132.76000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1181429.33000000</valUSD>
        <pctVal>0.033193205665</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-22955132.76000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>19460000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>1181429.33000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>133870000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704801"/>
        <valUSD>121592.11000000</valUSD>
        <pctVal>0.003416227963</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-133870000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>1830926.20000000</amtCurPur>
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            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>121592.11000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385298"/>
        <valUSD>4595.09000000</valUSD>
        <pctVal>0.000129102743</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>396307.20000000</amtCurPur>
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            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>4595.09000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03840382"/>
        </identifiers>
        <balance>2018121.25000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-66973.07000000</valUSD>
        <pctVal>-0.00188166217</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-2018121.25000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10130000.00000000</amtCurPur>
            <curPur>BRL</curPur>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03738012"/>
        </identifiers>
        <balance>6826094.88000000</balance>
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        <currencyConditional curCd="NOK" exchangeRt="10.50015044"/>
        <valUSD>74478.04000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-6826094.88000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>660000.00000000</amtCurPur>
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            <unrealizedAppr>74478.04000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03775630"/>
        </identifiers>
        <balance>1853078.98000000</balance>
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        <currencyConditional curCd="PLN" exchangeRt="4.15398523"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__03891929"/>
        </identifiers>
        <balance>304007.37000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1675.55000000</valUSD>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-304007.37000000</amtCurSold>
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            <amtCurPur>33000000.00000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>12577030000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704809"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-12577030000.00000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
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          <ticker value="USD"/>
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        <balance>27080000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TRY" exchangeRt="6.61650898"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>790000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91136850"/>
        <valUSD>6177.01000000</valUSD>
        <pctVal>0.000173548055</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-790000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>873005.30000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>6177.01000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03765701"/>
        </identifiers>
        <balance>3276608.73000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-493306.69000000</valUSD>
        <pctVal>-0.01385984756</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3276608.73000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>217980000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-493306.69000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03797458"/>
        </identifiers>
        <balance>600000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088132"/>
        <valUSD>-35156.12000000</valUSD>
        <pctVal>-0.00098773942</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-600000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6547333.20000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-35156.12000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03818017"/>
        </identifiers>
        <balance>1891951.78000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-148823.34000000</valUSD>
        <pctVal>-0.00418131123</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1891951.78000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>9050000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-148823.34000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>5970000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.42317664"/>
        <valUSD>130462.19000000</valUSD>
        <pctVal>0.003665439983</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-5970000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>4325303.39000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>130462.19000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03801356"/>
        </identifiers>
        <balance>2127176.99000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-175239.27000000</valUSD>
        <pctVal>-0.00492348800</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2127176.99000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>152870000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-175239.27000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03756788"/>
        </identifiers>
        <balance>7022874.08000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015056"/>
        <valUSD>77694.19000000</valUSD>
        <pctVal>0.002182880653</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7022874.08000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>680000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>77694.19000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03809098"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-25789.74000000</valUSD>
        <pctVal>-0.00072458345</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7106780.16000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-25789.74000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03765601"/>
        </identifiers>
        <balance>6856474.02000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015060"/>
        <valUSD>71584.84000000</valUSD>
        <pctVal>0.002011233559</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6856474.02000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>660000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>71584.84000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>12860000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80648350"/>
        <valUSD>-19173.90000000</valUSD>
        <pctVal>-0.00053870611</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-12860000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>15926595.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-19173.90000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03727234"/>
        </identifiers>
        <balance>7155083.43000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458738"/>
        <valUSD>13150.42000000</valUSD>
        <pctVal>0.000369471609</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7155083.43000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>13150.42000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03797487"/>
        </identifiers>
        <balance>600000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088132"/>
        <valUSD>-6131.22000000</valUSD>
        <pctVal>-0.00017226154</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-600000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6463451.40000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-6131.22000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03801296"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-8957.80000000</valUSD>
        <pctVal>-0.00025167658</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6870400.64000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-8957.80000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1170000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.42334999"/>
        <valUSD>5892.15000000</valUSD>
        <pctVal>0.000165544685</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1170000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>827896.58000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>5892.15000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385300"/>
        <valUSD>3022.69000000</valUSD>
        <pctVal>0.000084924902</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>406975.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>3022.69000000</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>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03765558"/>
        </identifiers>
        <balance>930000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-56550.05000000</valUSD>
        <pctVal>-0.00158881906</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-930000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>4006266.09000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-56550.05000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03780734"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-37072.17000000</valUSD>
        <pctVal>-0.00104157238</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7218862.20000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-37072.17000000</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>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03862905"/>
        </identifiers>
        <balance>400000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>2214.80000000</valUSD>
        <pctVal>0.000062226584</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-400000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>1833361.20000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>2214.80000000</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>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__03894276"/>
        </identifiers>
        <balance>1751527.40000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>9202.98000000</valUSD>
        <pctVal>0.000258565112</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1751527.40000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1420000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>9202.98000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03809133"/>
        </identifiers>
        <balance>610000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-9992.35000000</valUSD>
        <pctVal>-0.00028074309</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-610000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6926831.21000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-9992.35000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03801385"/>
        </identifiers>
        <balance>1995322.36000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-152173.22000000</valUSD>
        <pctVal>-0.00427542880</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1995322.36000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>144350000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-152173.22000000</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>CURRENCY CONTRACT - CAD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCAD__03868094"/>
        </identifiers>
        <balance>6262945.41000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4723.52000000</valUSD>
        <pctVal>0.000132711087</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6262945.41000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8920000.00000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>4723.52000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385300"/>
        <valUSD>2257.09000000</valUSD>
        <pctVal>0.000063414755</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>406210.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>2257.09000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>169610000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704813"/>
        <valUSD>83809.08000000</valUSD>
        <pctVal>0.002354683397</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-169610000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>2249493.36000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>83809.08000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>78760000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="75.77017555"/>
        <valUSD>24505.76000000</valUSD>
        <pctVal>0.000688509004</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-78760000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>1063964.88000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>24505.76000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03849308"/>
        </identifiers>
        <balance>1783468.17000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>57765.68000000</valUSD>
        <pctVal>0.001622973163</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1783468.17000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>144200000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>57765.68000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1513430000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.19181479"/>
        <valUSD>44942921.50000000</valUSD>
        <pctVal>1.262707466861</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1513430000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>336446001.10000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>44942921.50000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03775672"/>
        </identifiers>
        <balance>9967938.60000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458737"/>
        <valUSD>25571.45000000</valUSD>
        <pctVal>0.000718450420</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9967938.60000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>940000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>25571.45000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03775653"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088130"/>
        <valUSD>-66472.62000000</valUSD>
        <pctVal>-0.00186760163</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-670000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7025427.71000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-66472.62000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03797408"/>
        </identifiers>
        <balance>1865245.61000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-181826.54000000</valUSD>
        <pctVal>-0.00510856264</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1865245.61000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8740000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-181826.54000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03727225"/>
        </identifiers>
        <balance>7150688.23000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458732"/>
        <valUSD>13594.17000000</valUSD>
        <pctVal>0.000381939121</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7150688.23000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>13594.17000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ishares Inc</name>
        <lei>549300MGJZCNMJLBAJ67</lei>
        <title>ISHARES MSCI JAPAN ETF</title>
        <cusip>46434G822</cusip>
        <identifiers>
          <isin value="US46434G8226"/>
        </identifiers>
        <balance>203195.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>10035801.05000000</valUSD>
        <pctVal>0.281963888835</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385298"/>
        <valUSD>3033.49000000</valUSD>
        <pctVal>0.000085228337</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>394745.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>3033.49000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03775669"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088130"/>
        <valUSD>-18390.16000000</valUSD>
        <pctVal>-0.00051668631</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-670000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7103185.90000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-18390.16000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03874057"/>
        </identifiers>
        <balance>2383382.36000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-89386.81000000</valUSD>
        <pctVal>-0.00251139420</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2383382.36000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>11910000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-89386.81000000</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>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03888126"/>
        </identifiers>
        <balance>863090.20000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3574.13000000</valUSD>
        <pctVal>-0.00010041805</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-863090.20000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3570000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-3574.13000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03797520"/>
        </identifiers>
        <balance>2003401.06000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-162167.21000000</valUSD>
        <pctVal>-0.00455621797</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2003401.06000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>144200000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-162167.21000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION</name>
        <lei>549300UF4R84F48NCH34</lei>
        <title>LONG GILT FUTURE  Jun20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H7W77Q67"/>
        </identifiers>
        <balance>758.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80648350"/>
        <valUSD>827310.51000000</valUSD>
        <pctVal>0.023243953074</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Long Gilt Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-06-26</expDate>
            <notionalAmt>122362314.12000000</notionalAmt>
            <curCd>GBP</curCd>
            <unrealizedAppr>827310.51000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03849305"/>
        </identifiers>
        <balance>1825872.30000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>76267.83000000</valUSD>
        <pctVal>0.002142805923</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1825872.30000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>148970000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>76267.83000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03809079"/>
        </identifiers>
        <balance>3293174.84000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-232588.00000000</valUSD>
        <pctVal>-0.00653474661</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-3293174.84000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>15890000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-232588.00000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>20570000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="23.45924990"/>
        <valUSD>-12735.81000000</valUSD>
        <pctVal>-0.00035782280</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-20570000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>864103.82000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-12735.81000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1050000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.42335000"/>
        <valUSD>-962.75000000</valUSD>
        <pctVal>-0.00002704923</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1050000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>736733.53000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-962.75000000</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>CURRENCY CONTRACT - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__03888192"/>
        </identifiers>
        <balance>612871.41000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3030.05000000</valUSD>
        <pctVal>0.000085131687</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-612871.41000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>11000000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>3030.05000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03809213"/>
        </identifiers>
        <balance>2190966.76000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-84784.21000000</valUSD>
        <pctVal>-0.00238208045</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-2190966.76000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>164950000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-84784.21000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03738041"/>
        </identifiers>
        <balance>8774552.64000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015053"/>
        <valUSD>86524.11000000</valUSD>
        <pctVal>0.002430964345</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8774552.64000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>840000.00000000</amtCurPur>
            <curPur>EUR</curPur>
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            <unrealizedAppr>86524.11000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__03891926"/>
        </identifiers>
        <balance>791947.92000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4680.30000000</valUSD>
        <pctVal>0.000131496786</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-791947.92000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>86000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>4680.30000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03797454"/>
        </identifiers>
        <balance>600000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088132"/>
        <valUSD>-38808.86000000</valUSD>
        <pctVal>-0.00109036608</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-600000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6508978.80000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
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          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEW YORK MERCANTILE EXCHANGE</name>
        <lei>5493008GFNDTXFPHWI47</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CLV0 COMDTY"/>
        </identifiers>
        <balance>-30.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-15640.00000000</valUSD>
        <pctVal>-0.00043941835</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>SOCIETE GENERALE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>NYMEX Light Sweet Crude Oil Fu</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-22</expDate>
            <notionalAmt>-946760.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-15640.00000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1230000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385301"/>
        <valUSD>5756.20000000</valUSD>
        <pctVal>0.000161725060</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1230000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>758577.90000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>5756.20000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03818048"/>
        </identifiers>
        <balance>620000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-19042.52000000</valUSD>
        <pctVal>-0.00053501488</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-620000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6947077.68000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-19042.52000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__03893930"/>
        </identifiers>
        <balance>1024061.34000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1759.36000000</valUSD>
        <pctVal>-0.00004943063</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1024061.34000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>77460000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-1759.36000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03818036"/>
        </identifiers>
        <balance>1680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-53783.38000000</valUSD>
        <pctVal>-0.00151108724</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1680000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>18801404.16000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-53783.38000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03765706"/>
        </identifiers>
        <balance>2108246.82000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-312341.54000000</valUSD>
        <pctVal>-0.00877548636</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2108246.82000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>140650000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-312341.54000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>50640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.42317664"/>
        <valUSD>-335469.29000000</valUSD>
        <pctVal>-0.00942527907</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-50640000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>35246902.32000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-335469.29000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__03891946"/>
        </identifiers>
        <balance>692795.85000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1938.07000000</valUSD>
        <pctVal>0.000054451632</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-692795.85000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>75000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>1938.07000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>144370000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015052"/>
        <valUSD>-1343534.51000000</valUSD>
        <pctVal>-0.03774768086</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-144370000.00000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>12405792.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-1343534.51000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03862915"/>
        </identifiers>
        <balance>2480475.37000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-55504.43000000</valUSD>
        <pctVal>-0.00155944152</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2480475.37000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>12590000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-55504.43000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03797467"/>
        </identifiers>
        <balance>630000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-6245.38000000</valUSD>
        <pctVal>-0.00017546896</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-630000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6788529.72000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-6245.38000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
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        <balance>620000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-3527.23000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-620000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6706715.46000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-3527.23000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03892009"/>
        </identifiers>
        <balance>814185.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2219.26000000</valUSD>
        <pctVal>-0.00006235189</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-814185.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>740000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-2219.26000000</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>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03765557"/>
        </identifiers>
        <balance>920000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-55357.96000000</valUSD>
        <pctVal>-0.00155532633</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-920000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>3965614.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-55357.96000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03849300"/>
        </identifiers>
        <balance>1819310.31000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>52057.46000000</valUSD>
        <pctVal>0.001462596138</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1819310.31000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>146560000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>52057.46000000</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>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__03765677"/>
        </identifiers>
        <balance>81028.52000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2132.46000000</valUSD>
        <pctVal>-0.00005991317</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-81028.52000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>96000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>-2132.46000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03868122"/>
        </identifiers>
        <balance>7434146.92000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458732"/>
        <valUSD>-4046.39000000</valUSD>
        <pctVal>-0.00011368657</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7434146.92000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>680000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-4046.39000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>155160000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704800"/>
        <valUSD>-31561.77000000</valUSD>
        <pctVal>-0.00088675327</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-155160000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>1949616.07000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-31561.77000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>405000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1216.79073876"/>
        <valUSD>6926.32000000</valUSD>
        <pctVal>0.000194600521</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-405000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>339769.09000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>6926.32000000</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>CURRENCY CONTRACT - TRY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTTRY__03775724"/>
        </identifiers>
        <balance>14733438.49000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1066110.27000000</valUSD>
        <pctVal>-0.02995322407</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-14733438.49000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>90430000.00000000</amtCurPur>
            <curPur>TRY</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-1066110.27000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03818040"/>
        </identifiers>
        <balance>610000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-14635.89000000</valUSD>
        <pctVal>-0.00041120708</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-610000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6878073.30000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-14635.89000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1410000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385301"/>
        <valUSD>-4343.03000000</valUSD>
        <pctVal>-0.00012202091</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1410000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>858647.70000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-4343.03000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03797448"/>
        </identifiers>
        <balance>6120000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-383255.67000000</valUSD>
        <pctVal>-0.01076787578</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6120000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>66523830.84000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-383255.67000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>190000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385302"/>
        <valUSD>505.37000000</valUSD>
        <pctVal>0.000014198775</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-190000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>116794.90000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>505.37000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>450000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="1.42384999"/>
        <valUSD>-447.74000000</valUSD>
        <pctVal>-0.00001257961</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-450000.00000000</amtCurSold>
            <curSold>SGD</curSold>
            <amtCurPur>315596.79000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-447.74000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385300"/>
        <valUSD>1359.49000000</valUSD>
        <pctVal>0.000038195963</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>405312.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>1359.49000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>40580000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.53568033"/>
        <valUSD>195451.21000000</valUSD>
        <pctVal>0.005491358684</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-40580000.00000000</amtCurSold>
            <curSold>ILS</curSold>
            <amtCurPur>11672733.15000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>195451.21000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03797482"/>
        </identifiers>
        <balance>3070000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-22728.89000000</valUSD>
        <pctVal>-0.00063858641</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3070000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>33156927.14000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-22728.89000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>14700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="23.45924993"/>
        <valUSD>-24825.65000000</valUSD>
        <pctVal>-0.00069749657</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-14700000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>601792.85000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-24825.65000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03809164"/>
        </identifiers>
        <balance>610000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>792.14000000</valUSD>
        <pctVal>0.000022255809</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-610000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6640760.73000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>792.14000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03868110"/>
        </identifiers>
        <balance>10099031.90000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015057"/>
        <valUSD>-28636.58000000</valUSD>
        <pctVal>-0.00080456770</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10099031.90000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>850000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-28636.58000000</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>CURRENCY CONTRACT - MXN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTMXN__03756848"/>
        </identifiers>
        <balance>5267883.78000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-865374.47000000</valUSD>
        <pctVal>-0.02431339059</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-5267883.78000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>103490000.00000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-865374.47000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>766.89000000</valUSD>
        <pctVal>0.000021546390</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>398599.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>766.89000000</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>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__03809224"/>
        </identifiers>
        <balance>1284204.58000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-12728.05000000</valUSD>
        <pctVal>-0.00035760478</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1284204.58000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>96340000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-12728.05000000</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>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03893915"/>
        </identifiers>
        <balance>11094904.05000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-33237.45000000</valUSD>
        <pctVal>-0.00093383284</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-11094904.05000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>45950000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-33237.45000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03765579"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-75174.43000000</valUSD>
        <pctVal>-0.00211208597</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6818782.74000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-75174.43000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03893923"/>
        </identifiers>
        <balance>624495.06000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3720.65000000</valUSD>
        <pctVal>0.000104534649</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-624495.06000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>49200000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>3720.65000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03765570"/>
        </identifiers>
        <balance>1354983.73000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-145387.42000000</valUSD>
        <pctVal>-0.00408477630</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1354983.73000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6280000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-145387.42000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>56790000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704760"/>
        <valUSD>120528.61000000</valUSD>
        <pctVal>0.003386348077</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-56790000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>845658.09000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>120528.61000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03775675"/>
        </identifiers>
        <balance>7315486.95000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458726"/>
        <valUSD>18912.29000000</valUSD>
        <pctVal>0.000531355973</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7315486.95000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>690000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>18912.29000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03748593"/>
        </identifiers>
        <balance>12195885.70000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458730"/>
        <valUSD>31176.47000000</valUSD>
        <pctVal>0.000875927958</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-12195885.70000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1150000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>31176.47000000</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>CURRENCY CONTRACT - ILS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTILS__03840399"/>
        </identifiers>
        <balance>2809395.48000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>225381.14000000</valUSD>
        <pctVal>0.006332264100</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2809395.48000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10730000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>225381.14000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1210000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80648350"/>
        <valUSD>-3473.88000000</valUSD>
        <pctVal>-0.00009760144</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1210000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>1496866.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-3473.88000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03780775"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-40171.30000000</valUSD>
        <pctVal>-0.00112864492</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7186320.90000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-40171.30000000</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>CURRENCY CONTRACT - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__03885064"/>
        </identifiers>
        <balance>716005.99000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2745.84000000</valUSD>
        <pctVal>-0.00007714657</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-716005.99000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>77000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-2745.84000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>23180000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15350000"/>
        <valUSD>36243.58000000</valUSD>
        <pctVal>0.001018292482</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-23180000.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>5617079.02000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>36243.58000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03854143"/>
        </identifiers>
        <balance>600000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088132"/>
        <valUSD>6578.37000000</valUSD>
        <pctVal>0.000184824587</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-600000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6985551.60000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>6578.37000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>56760000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704778"/>
        <valUSD>120872.93000000</valUSD>
        <pctVal>0.003396022024</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-56760000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>845619.35000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>120872.93000000</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>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03888120"/>
        </identifiers>
        <balance>634781.12000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-8803.03000000</valUSD>
        <pctVal>-0.00024732819</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-634781.12000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2600000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-8803.03000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1430000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.68676699"/>
        <valUSD>18504.04000000</valUSD>
        <pctVal>0.000519885861</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1430000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>866279.70000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>18504.04000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>9550000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.19181478"/>
        <valUSD>63756.51000000</valUSD>
        <pctVal>0.001791290342</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9550000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>1903190.39000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>63756.51000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03797524"/>
        </identifiers>
        <balance>1763160.93000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-140525.72000000</valUSD>
        <pctVal>-0.00394818293</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1763160.93000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>127080000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-140525.72000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CBOE FUTURES EXCHANGE</name>
        <lei>254900O9GJPIWCP8RH13</lei>
        <title>CBOE VIX FUTURE   Jun20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="UXM0 INDEX"/>
        </identifiers>
        <balance>17.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>14125.00000000</valUSD>
        <pctVal>0.000396853216</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>CBOE Volatility Index</indexName>
                <indexIdentifier>VIX</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2020-06-17</expDate>
            <notionalAmt>618700.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>14125.00000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80648350"/>
        <valUSD>-909.49000000</valUSD>
        <pctVal>-0.00002555285</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-710000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>879455.70000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-909.49000000</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>CURRENCY CONTRACT - MXN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTMXN__03885208"/>
        </identifiers>
        <balance>17887491.61000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>623756.62000000</valUSD>
        <pctVal>0.017524943089</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-17887491.61000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>434260000.00000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>623756.62000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03818074"/>
        </identifiers>
        <balance>610000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>2165.48000000</valUSD>
        <pctVal>0.000060840899</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-610000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6654363.12000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>2165.48000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>9630000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.42317664"/>
        <valUSD>233387.49000000</valUSD>
        <pctVal>0.006557208932</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9630000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>6999940.39000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>233387.49000000</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>CURRENCY CONTRACT - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__03738191"/>
        </identifiers>
        <balance>990534.89000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-39800.63000000</valUSD>
        <pctVal>-0.00111823065</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-990534.89000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>810000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-39800.63000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03809129"/>
        </identifiers>
        <balance>610000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-8008.19000000</valUSD>
        <pctVal>-0.00022499652</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-610000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6947665.15000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-8008.19000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>849000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="851.97308789"/>
        <valUSD>23664.85000000</valUSD>
        <pctVal>0.000664882962</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-849000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>1020175.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>23664.85000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>12080000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="17.86000001"/>
        <valUSD>1309.07000000</valUSD>
        <pctVal>0.000036779372</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-12080000.00000000</amtCurSold>
            <curSold>ZAR</curSold>
            <amtCurPur>677680.85000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>1309.07000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>135450000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704788"/>
        <valUSD>-34357.79000000</valUSD>
        <pctVal>-0.00096530969</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-135450000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>1695150.71000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-34357.79000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>2664.89000000</valUSD>
        <pctVal>0.000074872224</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>400497.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>2664.89000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>71850000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="75.77017536"/>
        <valUSD>23879.13000000</valUSD>
        <pctVal>0.000670903331</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-71850000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>972141.42000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>23879.13000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>777000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1216.79073495"/>
        <valUSD>13723.87000000</valUSD>
        <pctVal>0.000385583147</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-777000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>652288.89000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>13723.87000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03809100"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-26899.40000000</valUSD>
        <pctVal>-0.00075576024</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7210403.20000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-26899.40000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03775627"/>
        </identifiers>
        <balance>1940180.40000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15398522"/>
        <valUSD>26962.21000000</valUSD>
        <pctVal>0.000757524939</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1940180.40000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>450000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>26962.21000000</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>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__03780837"/>
        </identifiers>
        <balance>61451.08000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-635.36000000</valUSD>
        <pctVal>-0.00001785094</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-61451.08000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>74000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>-635.36000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1070000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80648350"/>
        <valUSD>-1306.44000000</valUSD>
        <pctVal>-0.00003670548</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1070000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>1325441.10000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-1306.44000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.42334999"/>
        <valUSD>-4706.83000000</valUSD>
        <pctVal>-0.00013224216</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1000000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>697861.06000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-4706.83000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03801293"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-9655.72000000</valUSD>
        <pctVal>-0.00027128520</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6863488.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-9655.72000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>80120000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="75.77017518"/>
        <valUSD>26686.31000000</valUSD>
        <pctVal>0.000749773307</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-80120000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>1084094.45000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>26686.31000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03748575"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-74155.09000000</valUSD>
        <pctVal>-0.00208344679</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6829485.96000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-74155.09000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03868097"/>
        </identifiers>
        <balance>7084024.20000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015052"/>
        <valUSD>-15956.58000000</valUSD>
        <pctVal>-0.00044831292</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7084024.20000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>600000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-15956.58000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03797535"/>
        </identifiers>
        <balance>3262524.43000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-252707.21000000</valUSD>
        <pctVal>-0.00710001197</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3262524.43000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>235720000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-252707.21000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03844604"/>
        </identifiers>
        <balance>1400000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>16464.70000000</valUSD>
        <pctVal>0.000462588966</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1400000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>15386159.60000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>16464.70000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96755000"/>
        <valUSD>8630.98000000</valUSD>
        <pctVal>0.000242494313</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-690000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>721772.42000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>8630.98000000</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>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__03894282"/>
        </identifiers>
        <balance>828642.60000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2124.55000000</valUSD>
        <pctVal>0.000059690938</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-828642.60000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>2124.55000000</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>CURRENCY CONTRACT - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__03891930"/>
        </identifiers>
        <balance>1151723.44000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6166.42000000</valUSD>
        <pctVal>0.000173250521</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1151723.44000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>125000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>6166.42000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>19330000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.19181479"/>
        <valUSD>572320.49000000</valUSD>
        <pctVal>0.016079803716</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-19330000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>4295488.74000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>572320.49000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03818046"/>
        </identifiers>
        <balance>620000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-17753.76000000</valUSD>
        <pctVal>-0.00049880614</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-620000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6960609.80000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-17753.76000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03801345"/>
        </identifiers>
        <balance>1747410.73000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-146354.47000000</valUSD>
        <pctVal>-0.00411194635</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1747410.73000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>125390000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-146354.47000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03748571"/>
        </identifiers>
        <balance>6941595.30000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015048"/>
        <valUSD>74456.54000000</valUSD>
        <pctVal>0.002091916276</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6941595.30000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>74456.54000000</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>CURRENCY CONTRACT - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__03809168"/>
        </identifiers>
        <balance>37721796.77000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-819746.09000000</valUSD>
        <pctVal>-0.02303142462</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-37721796.77000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3981000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-819746.09000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03840393"/>
        </identifiers>
        <balance>630000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>2625.62000000</valUSD>
        <pctVal>0.000073768902</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-630000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6876393.30000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>2625.62000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>2280000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="1.42354008"/>
        <valUSD>-26128.23000000</valUSD>
        <pctVal>-0.00073409360</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2280000.00000000</amtCurSold>
            <curSold>SGD</curSold>
            <amtCurPur>1575512.66000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-26128.23000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03818088"/>
        </identifiers>
        <balance>560000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-555.05000000</valUSD>
        <pctVal>-0.00001559457</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-560000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6083735.84000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-555.05000000</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>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03756759"/>
        </identifiers>
        <balance>850000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-52535.12000000</valUSD>
        <pctVal>-0.00147601637</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-850000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>3658111.85000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-52535.12000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1890000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.42335000"/>
        <valUSD>-65.30000000</valUSD>
        <pctVal>-0.00000183465</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1890000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>1327788.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-65.30000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03862913"/>
        </identifiers>
        <balance>1426600.99000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-32098.24000000</valUSD>
        <pctVal>-0.00090182582</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1426600.99000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7240000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-32098.24000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1750000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80648350"/>
        <valUSD>-19916.70000000</valUSD>
        <pctVal>-0.00055957567</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1750000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>2149997.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-19916.70000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03797480"/>
        </identifiers>
        <balance>630000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-6323.48000000</valUSD>
        <pctVal>-0.00017766324</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-630000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6787756.08000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-6323.48000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>830000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91136850"/>
        <valUSD>8664.37000000</valUSD>
        <pctVal>0.000243432432</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-830000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>919382.70000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>8664.37000000</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>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03765559"/>
        </identifiers>
        <balance>930000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-55911.09000000</valUSD>
        <pctVal>-0.00157086696</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-930000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>4008920.31000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-55911.09000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>30850000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.68695461"/>
        <valUSD>-403739.44000000</valUSD>
        <pctVal>-0.01134338375</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-30850000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>17883652.45000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-403739.44000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EURONEXT PARIS MONEP</name>
        <lei>969500HMVSZ0TCV65D58</lei>
        <title>CAC40 10 EURO FUT Apr20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FRENX7433456"/>
        </identifiers>
        <balance>171.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91136850"/>
        <valUSD>406964.71000000</valUSD>
        <pctVal>0.011434000303</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Euronext CAC 40 Index</indexName>
                <indexIdentifier>CAC</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2020-04-17</expDate>
            <notionalAmt>7845894.79000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>406964.71000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>14650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="23.45925010"/>
        <valUSD>-20465.55000000</valUSD>
        <pctVal>-0.00057499606</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-14650000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>604021.59000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-20465.55000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03727223"/>
        </identifiers>
        <balance>7150398.12000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458732"/>
        <valUSD>13623.46000000</valUSD>
        <pctVal>0.000382762047</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7150398.12000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>13623.46000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.68676700"/>
        <valUSD>6047.93000000</valUSD>
        <pctVal>0.000169921449</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>385472.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>6047.93000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>620000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96755000"/>
        <valUSD>1946.39000000</valUSD>
        <pctVal>0.000054685389</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-620000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>642740.15000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>1946.39000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>312000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="COP" exchangeRt="4063.91707942"/>
        <valUSD>-1036.42000000</valUSD>
        <pctVal>-0.00002911905</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-312000000.00000000</amtCurSold>
            <curSold>COP</curSold>
            <amtCurPur>75736.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-1036.42000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03801388"/>
        </identifiers>
        <balance>3305220.69000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-240243.07000000</valUSD>
        <pctVal>-0.00674982195</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3305220.69000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>240040000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-240243.07000000</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>CURRENCY CONTRACT - TRY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTTRY__03858435"/>
        </identifiers>
        <balance>824766.82000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4092.35000000</valUSD>
        <pctVal>-0.00011497785</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-824766.82000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5430000.00000000</amtCurPur>
            <curPur>TRY</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-4092.35000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>3184.89000000</valUSD>
        <pctVal>0.000089482041</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>401017.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>3184.89000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03775633"/>
        </identifiers>
        <balance>2152108.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15398529"/>
        <valUSD>30836.22000000</valUSD>
        <pctVal>0.000866368361</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2152108.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>500000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>30836.22000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03748612"/>
        </identifiers>
        <balance>240000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-7595.88000000</valUSD>
        <pctVal>-0.00021341234</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-240000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>2534437.44000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-7595.88000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03844578"/>
        </identifiers>
        <balance>1736464.98000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-29932.61000000</valUSD>
        <pctVal>-0.00084098071</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1736464.98000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8860000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-29932.61000000</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>CURRENCY CONTRACT - TRY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTTRY__03797541"/>
        </identifiers>
        <balance>709137.60000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-45645.72000000</valUSD>
        <pctVal>-0.00128245315</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-709137.60000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>4390000.00000000</amtCurPur>
            <curPur>TRY</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-45645.72000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>65000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="851.97308447"/>
        <valUSD>-805.14000000</valUSD>
        <pctVal>-0.00002262105</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-65000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>75488.35000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-805.14000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>121000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="107.95499961"/>
        <valUSD>-4199.48000000</valUSD>
        <pctVal>-0.00011798776</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-121000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>1116637.91000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-4199.48000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03818072"/>
        </identifiers>
        <balance>620000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-1204.75000000</valUSD>
        <pctVal>-0.00003384841</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-620000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6729718.70000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-1204.75000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03809090"/>
        </identifiers>
        <balance>2141881.54000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-148358.96000000</valUSD>
        <pctVal>-0.00416826410</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2141881.54000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10350000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-148358.96000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385300"/>
        <valUSD>871.09000000</valUSD>
        <pctVal>0.000024473972</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>404824.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>871.09000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03780761"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-41290.77000000</valUSD>
        <pctVal>-0.00116009733</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7174566.30000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-41290.77000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>6070000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.19181481"/>
        <valUSD>133706.67000000</valUSD>
        <pctVal>0.003756596254</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-6070000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>1302854.69000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>133706.67000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__03780848"/>
        </identifiers>
        <balance>2165997.86000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-28877.30000000</valUSD>
        <pctVal>-0.00081133093</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2165997.86000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>161930000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-28877.30000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03765695"/>
        </identifiers>
        <balance>24075770.15000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2796075.20000000</valUSD>
        <pctVal>-0.07855797787</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-24075770.15000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>223440000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-2796075.20000000</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>CURRENCY CONTRACT - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__03738190"/>
        </identifiers>
        <balance>979948.37000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-39777.82000000</valUSD>
        <pctVal>-0.00111758979</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-979948.37000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>801000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-39777.82000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03818009"/>
        </identifiers>
        <balance>1948769.81000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-176749.74000000</valUSD>
        <pctVal>-0.00496592586</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1948769.81000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>9200000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-176749.74000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>860000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91136850"/>
        <valUSD>7472.54000000</valUSD>
        <pctVal>0.000209947011</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-860000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>951108.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>7472.54000000</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>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__03801407"/>
        </identifiers>
        <balance>1371571.75000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-29223.00000000</valUSD>
        <pctVal>-0.00082104364</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1371571.75000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>101710000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-29223.00000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>87160000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="75.77017567"/>
        <valUSD>35174.82000000</valUSD>
        <pctVal>0.000988264811</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-87160000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>1185495.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>35174.82000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03891988"/>
        </identifiers>
        <balance>723498.60000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>687.06000000</valUSD>
        <pctVal>0.000019303502</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-723498.60000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>660000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>687.06000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03892008"/>
        </identifiers>
        <balance>771862.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3786.30000000</valUSD>
        <pctVal>-0.00010637913</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-771862.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>700000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-3786.30000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>173960000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704821"/>
        <valUSD>-38926.01000000</valUSD>
        <pctVal>-0.00109365750</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-173960000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>2182301.73000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-38926.01000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>14610000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="23.45924993"/>
        <valUSD>-10448.63000000</valUSD>
        <pctVal>-0.00029356264</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-14610000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>612333.43000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-10448.63000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80648350"/>
        <valUSD>1840.76000000</valUSD>
        <pctVal>0.000051717630</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>820208.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>1840.76000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03894223"/>
        </identifiers>
        <balance>659172.91000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>12022.22000000</valUSD>
        <pctVal>0.000337773924</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-659172.91000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6650000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>12022.22000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>310080000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="23.50704855"/>
        <valUSD>-368839.21000000</valUSD>
        <pctVal>-0.01036283376</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-310080000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>12822097.94000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-368839.21000000</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>CURRENCY CONTRACT - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__03858422"/>
        </identifiers>
        <balance>16130012.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>734697.86000000</valUSD>
        <pctVal>0.020641926308</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-16130012.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>28450000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>734697.86000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03797496"/>
        </identifiers>
        <balance>9877369.27000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-840355.96000000</valUSD>
        <pctVal>-0.02361047546</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9877369.27000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>94890000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-840355.96000000</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>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03756750"/>
        </identifiers>
        <balance>440000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088132"/>
        <valUSD>-26513.99000000</valUSD>
        <pctVal>-0.00074493183</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-440000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>1896438.28000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-26513.99000000</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>CURRENCY CONTRACT - CHF</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCHF__03858394"/>
        </identifiers>
        <balance>5406604.23000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>64897.54000000</valUSD>
        <pctVal>0.001823348496</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-5406604.23000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5290000.00000000</amtCurPur>
            <curPur>CHF</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>64897.54000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03738016"/>
        </identifiers>
        <balance>6842556.60000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015045"/>
        <valUSD>72910.28000000</valUSD>
        <pctVal>0.002048472860</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6842556.60000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>660000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>72910.28000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03775701"/>
        </identifiers>
        <balance>850819.32000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-105898.50000000</valUSD>
        <pctVal>-0.00297530338</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-850819.32000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>58340000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-105898.50000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03756859"/>
        </identifiers>
        <balance>2374390.57000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-361801.95000000</valUSD>
        <pctVal>-0.01016511629</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2374390.57000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>157620000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-361801.95000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03874080"/>
        </identifiers>
        <balance>8321927.04000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015050"/>
        <valUSD>-13088.23000000</valUSD>
        <pctVal>-0.00036772433</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8321927.04000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>710000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-13088.23000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03827769"/>
        </identifiers>
        <balance>2008813.90000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-80779.02000000</valUSD>
        <pctVal>-0.00226955142</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2008813.90000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10010000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-80779.02000000</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>CURRENCY CONTRACT - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__03892060"/>
        </identifiers>
        <balance>429112.80000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2260.72000000</valUSD>
        <pctVal>-0.00006351674</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-429112.80000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>720000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-2260.72000000</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>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__03879871"/>
        </identifiers>
        <balance>916404.05000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-8277.48000000</valUSD>
        <pctVal>-0.00023256244</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-916404.05000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1105000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>-8277.48000000</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>CURRENCY CONTRACT - COP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCOP__03818123"/>
        </identifiers>
        <balance>302467.44000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-9154.38000000</valUSD>
        <pctVal>-0.00025719965</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-302467.44000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1192000000.00000000</amtCurPur>
            <curPur>COP</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-9154.38000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03840372"/>
        </identifiers>
        <balance>1842297.73000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-47164.36000000</valUSD>
        <pctVal>-0.00132512056</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1842297.73000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>9320000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-47164.36000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>85410000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TRY" exchangeRt="6.61650898"/>
        <valUSD>214915.04000000</valUSD>
        <pctVal>0.006038210616</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-85410000.00000000</amtCurSold>
            <curSold>TRY</curSold>
            <amtCurPur>13123535.01000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>214915.04000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1350000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.53744996"/>
        <valUSD>-4935.71000000</valUSD>
        <pctVal>-0.00013867273</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1350000.00000000</amtCurSold>
            <curSold>ILS</curSold>
            <amtCurPur>376695.13000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-4935.71000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03780739"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-33413.31000000</valUSD>
        <pctVal>-0.00093877377</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7257280.80000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-33413.31000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03849291"/>
        </identifiers>
        <balance>2229933.23000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>44667.31000000</valUSD>
        <pctVal>0.001254963940</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2229933.23000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>178140000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>44667.31000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>630000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96755000"/>
        <valUSD>7763.29000000</valUSD>
        <pctVal>0.000218115866</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-630000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>658892.43000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>7763.29000000</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>CURRENCY CONTRACT - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__03891925"/>
        </identifiers>
        <balance>1031678.04000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5791.28000000</valUSD>
        <pctVal>0.000162710661</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1031678.04000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>112000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>5791.28000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>56760000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704778"/>
        <valUSD>120891.82000000</valUSD>
        <pctVal>0.003396552754</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-56760000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>845638.24000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>120891.82000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>30310000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="75.77017533"/>
        <valUSD>12222.55000000</valUSD>
        <pctVal>0.000343402356</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-30310000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>412248.02000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>12222.55000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03879844"/>
        </identifiers>
        <balance>2127583.31000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15398526"/>
        <valUSD>3804.97000000</valUSD>
        <pctVal>0.000106903687</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2127583.31000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>470000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>3804.97000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03874083"/>
        </identifiers>
        <balance>9078625.92000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015047"/>
        <valUSD>-8305.11000000</valUSD>
        <pctVal>-0.00023333873</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9078625.92000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>780000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-8305.11000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>73630000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="75.77017559"/>
        <valUSD>26429.02000000</valUSD>
        <pctVal>0.000742544538</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-73630000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>998183.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>26429.02000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03818001"/>
        </identifiers>
        <balance>1747021.50000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-165686.20000000</valUSD>
        <pctVal>-0.00465508682</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1747021.50000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8210000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-165686.20000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>150510000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704817"/>
        <valUSD>-71822.97000000</valUSD>
        <pctVal>-0.00201792401</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-150510000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>1849980.82000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-71822.97000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03891991"/>
        </identifiers>
        <balance>754866.90000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2236.29000000</valUSD>
        <pctVal>0.000062830363</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-754866.90000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>690000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>2236.29000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>2370000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.68676700"/>
        <valUSD>20618.74000000</valUSD>
        <pctVal>0.000579300056</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2370000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>1425673.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>20618.74000000</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>CURRENCY CONTRACT - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__03874113"/>
        </identifiers>
        <balance>247093.02000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-7648.84000000</valUSD>
        <pctVal>-0.00021490030</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-247093.02000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>204000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-7648.84000000</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>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__03894304"/>
        </identifiers>
        <balance>1256682.40000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4331.92000000</valUSD>
        <pctVal>-0.00012170877</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1256682.40000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1010000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-4331.92000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>850000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.68676701"/>
        <valUSD>8015.41000000</valUSD>
        <pctVal>0.000225199379</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-850000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>511938.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>8015.41000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03775659"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088130"/>
        <valUSD>-64959.72000000</valUSD>
        <pctVal>-0.00182509549</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-670000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7041313.41000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
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          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03797449"/>
        </identifiers>
        <balance>600000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.91088132"/>
        <valUSD>-39846.39000000</valUSD>
        <pctVal>-0.00111951632</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-600000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6498084.60000000</amtCurPur>
            <curPur>NOK</curPur>
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          </fwdDeriv>
        </derivativeInfo>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03765590"/>
        </identifiers>
        <balance>6830565.72000000</balance>
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        <currencyConditional curCd="NOK" exchangeRt="10.50015057"/>
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        <pctVal>0.002080557705</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-6830565.72000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>660000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>74052.26000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03727246"/>
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        <balance>7156521.92000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458731"/>
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        <pctVal>0.000365390974</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-7156521.92000000</amtCurSold>
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            <amtCurPur>670000.00000000</amtCurPur>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>CME GLOBEX</name>
        <lei>N/A</lei>
        <title>90DAY EURO$ FUTR DEC20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="EDZ0 COMDTY"/>
        </identifiers>
        <balance>1973.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>362025.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
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                <identifiers>
                  <isin value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-12-14</expDate>
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            <curCd>USD</curCd>
            <unrealizedAppr>362025.00000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03893899"/>
        </identifiers>
        <balance>8409951.13000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015046"/>
        <valUSD>485.40000000</valUSD>
        <pctVal>0.000013637702</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-8409951.13000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>730000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>485.40000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ICE FUTURES U.S.</name>
        <lei>5493004R83R1LVX2IL36</lei>
        <title>SUGAR #11 (WORLD) May20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="SBK0 COMDTY"/>
        </identifiers>
        <balance>-542.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>582198.40000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>NYBOT CSC Number 11 World Suga</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-04-30</expDate>
            <notionalAmt>-6907555.20000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>582198.40000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03765556"/>
        </identifiers>
        <balance>590000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088130"/>
        <valUSD>-35810.65000000</valUSD>
        <pctVal>-0.00100612896</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-590000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>2541880.48000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-35810.65000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__03748688"/>
        </identifiers>
        <balance>1486351.47000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-71987.54000000</valUSD>
        <pctVal>-0.00202254773</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1486351.47000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1205000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-71987.54000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>251000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1216.79076236"/>
        <valUSD>3886.03000000</valUSD>
        <pctVal>0.000109181133</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-251000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>210166.36000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>3886.03000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03840376"/>
        </identifiers>
        <balance>2027790.44000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-57381.17000000</valUSD>
        <pctVal>-0.00161217004</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2027790.44000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10230000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-57381.17000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>151420000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704805"/>
        <valUSD>96936.97000000</valUSD>
        <pctVal>0.002723522008</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-151420000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>2030360.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>96936.97000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03827803"/>
        </identifiers>
        <balance>610000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>7063.24000000</valUSD>
        <pctVal>0.000198447399</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-610000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6702873.37000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>7063.24000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>43530000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.68695461"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-43530000.00000000</amtCurSold>
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            <amtCurPur>26336738.25000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>532842.98000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03862948"/>
        </identifiers>
        <balance>9370848.24000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015056"/>
        <valUSD>-36135.40000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-9370848.24000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>780000.00000000</amtCurPur>
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            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-36135.40000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03756751"/>
        </identifiers>
        <balance>450000.00000000</balance>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-450000.00000000</amtCurSold>
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            <amtCurPur>1938987.90000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTNOK__03879861"/>
        </identifiers>
        <balance>660000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
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        <pctVal>0.000208544749</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-660000.00000000</amtCurSold>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03817981"/>
        </identifiers>
        <balance>1577940.84000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15398521"/>
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        <pctVal>0.000431543104</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-1577940.84000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>360000.00000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__03887429"/>
        </identifiers>
        <balance>953665.11000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5415.17000000</valUSD>
        <pctVal>0.000152143549</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-953665.11000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1167000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>5415.17000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03797407"/>
        </identifiers>
        <balance>1684292.32000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-164592.50000000</valUSD>
        <pctVal>-0.00462435844</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1684292.32000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7890000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-164592.50000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>13580000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-417488.23000000</valUSD>
        <pctVal>-0.01172966704</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-13580000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>14491150.10000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-417488.23000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__03888174"/>
        </identifiers>
        <balance>659580.21000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2245.38000000</valUSD>
        <pctVal>-0.00006308575</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-659580.21000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>11740000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-2245.38000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>10160000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.19181479"/>
        <valUSD>213132.65000000</valUSD>
        <pctVal>0.005988132938</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-10160000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>2170059.16000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>213132.65000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEW YORK MERCANTILE EXCHANGE</name>
        <lei>5493008GFNDTXFPHWI47</lei>
        <title>WTI CRUDE FUTURE  Nov20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CLX0 COMDTY"/>
        </identifiers>
        <balance>-11.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5390.00000000</valUSD>
        <pctVal>-0.00015143637</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>SOCIETE GENERALE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>NYMEX Light Sweet Crude Oil Fu</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-10-20</expDate>
            <notionalAmt>-356620.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-5390.00000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03809109"/>
        </identifiers>
        <balance>1380000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-48933.30000000</valUSD>
        <pctVal>-0.00137482035</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1380000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>15394091.82000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-48933.30000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>3350000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.68676700"/>
        <valUSD>34169.63000000</valUSD>
        <pctVal>0.000960023191</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurPur>2020217.50000000</amtCurPur>
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            <settlementDt>2020-04-01</settlementDt>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>NEW YORK MERCANTILE EXCHANGE</name>
        <lei>5493008GFNDTXFPHWI47</lei>
        <title>GASOLINE RBOB FUT May20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="XBK0 COMDTY"/>
        </identifiers>
        <balance>-816.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>436027.20000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>NYMEX Reformulated Gasoline Bl</issueTitle>
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                  <isin value="N/A"/>
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            </descRefInstrmnt>
            <expDate>2020-04-30</expDate>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03727224"/>
        </identifiers>
        <balance>7148746.57000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458737"/>
        <valUSD>13790.21000000</valUSD>
        <pctVal>0.000387447022</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-7148746.57000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>1273.89000000</valUSD>
        <pctVal>0.000035790962</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>399106.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>1273.89000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.68676700"/>
        <valUSD>5561.53000000</valUSD>
        <pctVal>0.000156255651</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-640000.00000000</amtCurSold>
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            <amtCurPur>384985.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>5561.53000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>8250000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.19181477"/>
        <valUSD>171937.01000000</valUSD>
        <pctVal>0.004830708354</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8250000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>1760976.75000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>171937.01000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - AUD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTAUD__03765561"/>
        </identifiers>
        <balance>21308245.40000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1537383.58000000</valUSD>
        <pctVal>-0.04319402613</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-21308245.40000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>32300000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-1537383.58000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03780748"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-37126.48000000</valUSD>
        <pctVal>-0.00104309826</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7218291.96000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-37126.48000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1221000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1216.79074361"/>
        <valUSD>-1489.84000000</valUSD>
        <pctVal>-0.00004185825</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1221000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>1001969.47000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>-1489.84000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03818054"/>
        </identifiers>
        <balance>620000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-18371.22000000</valUSD>
        <pctVal>-0.00051615417</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-620000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6954126.46000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-18371.22000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03862922"/>
        </identifiers>
        <balance>621838.99000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-15114.73000000</valUSD>
        <pctVal>-0.00042466047</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-621838.99000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3150000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-15114.73000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96755000"/>
        <valUSD>338.57000000</valUSD>
        <pctVal>0.000009512396</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>682473.86000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>338.57000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03780816"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-13391.67000000</valUSD>
        <pctVal>-0.00037624972</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7043957.58000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-13391.67000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>861000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="851.97308109"/>
        <valUSD>23999.32000000</valUSD>
        <pctVal>0.000674280165</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-861000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>1034594.63000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>23999.32000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEW YORK MERCANTILE EXCHANGE</name>
        <lei>5493008GFNDTXFPHWI47</lei>
        <title>NY Harb ULSD Fut  Aug20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="HOQ0 COMDTY"/>
        </identifiers>
        <balance>-28.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>12091.80000000</valUSD>
        <pctVal>0.000339728830</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
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                <identifiers>
                  <isin value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-07-31</expDate>
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            <curCd>USD</curCd>
            <unrealizedAppr>12091.80000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385300"/>
        <valUSD>857.89000000</valUSD>
        <pctVal>0.000024103108</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>404811.00000000</amtCurPur>
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            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>857.89000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.68676701"/>
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        <pctVal>0.000052705759</pctVal>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>59150000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-1853043.76000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-59150000.00000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03818083"/>
        </identifiers>
        <balance>620000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>491.76000000</valUSD>
        <pctVal>0.000013816392</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-620000.00000000</amtCurSold>
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            <amtCurPur>6746521.94000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>491.76000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03797436"/>
        </identifiers>
        <balance>1010000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-67796.47000000</valUSD>
        <pctVal>-0.00190479626</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1010000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>10930864.38000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-67796.47000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385300"/>
        <valUSD>2488.09000000</valUSD>
        <pctVal>0.000069904886</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>406441.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>2488.09000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03844606"/>
        </identifiers>
        <balance>1260000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>21063.41000000</valUSD>
        <pctVal>0.000591793417</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1260000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>13909399.56000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>21063.41000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03797474"/>
        </identifiers>
        <balance>630000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-7979.55000000</valUSD>
        <pctVal>-0.00022419186</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-630000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6771353.40000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-7979.55000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03756756"/>
        </identifiers>
        <balance>520000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088132"/>
        <valUSD>-32221.75000000</valUSD>
        <pctVal>-0.00090529593</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-520000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>2237560.52000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-32221.75000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>91000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="107.95499990"/>
        <valUSD>1517.53000000</valUSD>
        <pctVal>0.000042636223</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-91000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>844461.35000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>1517.53000000</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>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03893881"/>
        </identifiers>
        <balance>410000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-940.45000000</valUSD>
        <pctVal>-0.00002642269</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-410000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>1865858.34000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-940.45000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03801379"/>
        </identifiers>
        <balance>661417.72000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-53121.04000000</valUSD>
        <pctVal>-0.00149247827</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-661417.72000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>47640000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-53121.04000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03801257"/>
        </identifiers>
        <balance>630000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-38347.43000000</valUSD>
        <pctVal>-0.00107740183</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-630000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6859647.90000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-38347.43000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>25940000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="75.77017580"/>
        <valUSD>10108.96000000</valUSD>
        <pctVal>0.000284019348</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-25940000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>352460.02000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>10108.96000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03801279"/>
        </identifiers>
        <balance>630000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-6034.33000000</valUSD>
        <pctVal>-0.00016953934</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-630000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6790620.06000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-6034.33000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385300"/>
        <valUSD>2224.09000000</valUSD>
        <pctVal>0.000062487594</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>406177.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>2224.09000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>241230000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704816"/>
        <valUSD>34775.94000000</valUSD>
        <pctVal>0.000977057957</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-241230000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>3114948.21000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>34775.94000000</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>CURRENCY CONTRACT - CHF</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCHF__03849265"/>
        </identifiers>
        <balance>4787251.88000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>84349.89000000</valUSD>
        <pctVal>0.002369877889</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-4787251.88000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>4710000.00000000</amtCurPur>
            <curPur>CHF</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>84349.89000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__03893908"/>
        </identifiers>
        <balance>969224.46000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1361.49000000</valUSD>
        <pctVal>0.000038252154</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-969224.46000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1181000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>1361.49000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03765573"/>
        </identifiers>
        <balance>675042.95000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-72170.90000000</valUSD>
        <pctVal>-0.00202769938</pctVal>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <ticker value="USD"/>
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        <balance>69670000.00000000</balance>
        <units>NC</units>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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      <invstOrSec>
        <name>CHICAGO BOARD OF TRADE</name>
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        <identifiers>
          <ticker value="SMK0 COMDTY"/>
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        <units>NC</units>
        <curCd>USD</curCd>
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        <assetCat>DCO</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>N/A</issuerName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <ticker value="USD"/>
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        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <ticker value="USD"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTEUR__03862949"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - JPY</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTJPY__03891940"/>
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        <balance>711487.29000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-711487.29000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>77000000.00000000</amtCurPur>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
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          <ticker value="USD"/>
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        <balance>650000.00000000</balance>
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        <currencyConditional curCd="NZD" exchangeRt="1.68676700"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
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        <derivativeInfo>
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        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>10540000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.19181480"/>
        <valUSD>221585.09000000</valUSD>
        <pctVal>0.006225611027</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10540000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>2251703.73000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>221585.09000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385301"/>
        <valUSD>2318.09000000</valUSD>
        <pctVal>0.000065128599</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-670000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>412391.70000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>2318.09000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03818087"/>
        </identifiers>
        <balance>620000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-1736.01000000</valUSD>
        <pctVal>-0.00004877459</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-620000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6724456.76000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-1736.01000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03862945"/>
        </identifiers>
        <balance>7620176.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015058"/>
        <valUSD>-23104.40000000</valUSD>
        <pctVal>-0.00064913666</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7620176.00000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>640000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-23104.40000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03809135"/>
        </identifiers>
        <balance>1500000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-29847.27000000</valUSD>
        <pctVal>-0.00083858301</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1500000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>16977793.50000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-29847.27000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03738058"/>
        </identifiers>
        <balance>8786793.34000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458733"/>
        <valUSD>24061.63000000</valUSD>
        <pctVal>0.000676030815</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8786793.34000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>830000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>24061.63000000</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>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03727276"/>
        </identifiers>
        <balance>2787469.18000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-144224.36000000</valUSD>
        <pctVal>-0.00405209920</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2787469.18000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10980000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-144224.36000000</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>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__03893911"/>
        </identifiers>
        <balance>817548.18000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1820.32000000</valUSD>
        <pctVal>0.000051143352</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-817548.18000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>997000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>1820.32000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03738039"/>
        </identifiers>
        <balance>6782415.90000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015055"/>
        <valUSD>67659.51000000</valUSD>
        <pctVal>0.001900948261</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6782415.90000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>650000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>67659.51000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385300"/>
        <valUSD>1814.89000000</valUSD>
        <pctVal>0.000050990791</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>405768.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>1814.89000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>405000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1216.79073876"/>
        <valUSD>6912.35000000</valUSD>
        <pctVal>0.000194208023</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-405000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>339755.12000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>6912.35000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03844615"/>
        </identifiers>
        <balance>630000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>10721.25000000</valUSD>
        <pctVal>0.000301222127</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-630000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6956577.18000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>10721.25000000</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>CURRENCY CONTRACT - COP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCOP__03858434"/>
        </identifiers>
        <balance>40819.30000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>520.12000000</valUSD>
        <pctVal>0.000014613189</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-40819.30000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>168000000.00000000</amtCurPur>
            <curPur>COP</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>520.12000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>780000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91136850"/>
        <valUSD>7471.62000000</valUSD>
        <pctVal>0.000209921163</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-780000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>863327.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>7471.62000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03797515"/>
        </identifiers>
        <balance>3693277.88000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-304232.88000000</valUSD>
        <pctVal>-0.00854766705</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3693277.88000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>265420000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-304232.88000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>130480000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704826"/>
        <valUSD>64026.41000000</valUSD>
        <pctVal>0.001798873399</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-130480000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>1730074.90000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>64026.41000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03844610"/>
        </identifiers>
        <balance>630000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>10606.38000000</valUSD>
        <pctVal>0.000297994762</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-630000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6955439.40000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>10606.38000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OSAKA EXCHANGE</name>
        <lei>N/A</lei>
        <title>NIKKEI 225  (OSE) Jun20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="NKM0 INDEX"/>
        </identifiers>
        <balance>-27.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="107.95500000"/>
        <valUSD>24050.02000000</valUSD>
        <pctVal>0.000675704623</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>OSE Nikkei 225 Index Future</indexName>
                <indexIdentifier>NKY</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2020-06-11</expDate>
            <notionalAmt>-4752589.81000000</notionalAmt>
            <curCd>JPY</curCd>
            <unrealizedAppr>24050.02000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>2528.39000000</valUSD>
        <pctVal>0.000071037147</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>400361.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>2528.39000000</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>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__03894297"/>
        </identifiers>
        <balance>485101.50000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1520.62000000</valUSD>
        <pctVal>-0.00004272303</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-485101.50000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>390000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-1520.62000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>405000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1216.79073876"/>
        <valUSD>7261.86000000</valUSD>
        <pctVal>0.000204027787</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-405000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>340104.63000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>7261.86000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ICE FUTURES EUROPE</name>
        <lei>549300UF4R84F48NCH34</lei>
        <title>BRENT CRUDE FUTR  Aug20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H1JWQH65"/>
        </identifiers>
        <balance>-155.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>96070.00000000</valUSD>
        <pctVal>0.002699163790</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>ICE Brent Crude Oil Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-06-30</expDate>
            <notionalAmt>-5093270.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>96070.00000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>439000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1216.79072527"/>
        <valUSD>7738.43000000</valUSD>
        <pctVal>0.000217417404</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-439000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>368523.56000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>7738.43000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>790000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.68676699"/>
        <valUSD>7915.71000000</valUSD>
        <pctVal>0.000222398228</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-790000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>476267.30000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>7915.71000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03862935"/>
        </identifiers>
        <balance>1708074.53000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-34286.01000000</valUSD>
        <pctVal>-0.00096329298</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1708074.53000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8690000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-34286.01000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385300"/>
        <valUSD>1729.09000000</valUSD>
        <pctVal>0.000048580171</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>405682.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>1729.09000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385300"/>
        <valUSD>1458.49000000</valUSD>
        <pctVal>0.000040977447</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>405411.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>1458.49000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03738034"/>
        </identifiers>
        <balance>12095661.04000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015056"/>
        <valUSD>121540.73000000</valUSD>
        <pctVal>0.003414784401</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-12095661.04000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>1160000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>121540.73000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03809163"/>
        </identifiers>
        <balance>610000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-20.45000000</valUSD>
        <pctVal>-0.00000057455</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-610000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6632712.39000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-20.45000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03858404"/>
        </identifiers>
        <balance>6824597.04000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458734"/>
        <valUSD>-19352.86000000</valUSD>
        <pctVal>-0.00054373414</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6824597.04000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>610000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-19352.86000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03891999"/>
        </identifiers>
        <balance>1020330.90000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>112.53000000</valUSD>
        <pctVal>0.000003161620</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1020330.90000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>930000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>112.53000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385298"/>
        <valUSD>2553.49000000</valUSD>
        <pctVal>0.000071742351</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>394265.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>2553.49000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>158710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704811"/>
        <valUSD>-78082.97000000</valUSD>
        <pctVal>-0.00219380373</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-158710000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>1948423.44000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-78082.97000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03891985"/>
        </identifiers>
        <balance>734943.10000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>215.07000000</valUSD>
        <pctVal>0.000006042564</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-734943.10000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>215.07000000</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>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__03765675"/>
        </identifiers>
        <balance>355388.23000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-9396.12000000</valUSD>
        <pctVal>-0.00026399153</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-355388.23000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>421000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>-9396.12000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.68676700"/>
        <valUSD>6297.53000000</valUSD>
        <pctVal>0.000176934162</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>385721.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>6297.53000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>2775.39000000</valUSD>
        <pctVal>0.000077976810</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>400608.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>2775.39000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03809099"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-28362.32000000</valUSD>
        <pctVal>-0.00079686215</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7079767.68000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-28362.32000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03780804"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-41654.44000000</valUSD>
        <pctVal>-0.00117031493</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6940198.40000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-41654.44000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>15460000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="23.45925002"/>
        <valUSD>-6223.42000000</valUSD>
        <pctVal>-0.00017485198</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-15460000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>652791.68000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-6223.42000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03849295"/>
        </identifiers>
        <balance>2173625.33000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>49262.33000000</valUSD>
        <pctVal>0.001384064716</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2173625.33000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>174090000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>49262.33000000</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>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__03765625"/>
        </identifiers>
        <balance>84849132.64000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3558779.13000000</valUSD>
        <pctVal>-0.09998675721</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-84849132.64000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>65540000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-3558779.13000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03894227"/>
        </identifiers>
        <balance>803058.14000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>17515.76000000</valUSD>
        <pctVal>0.000492119341</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-803058.14000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8130000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>17515.76000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03868114"/>
        </identifiers>
        <balance>7437838.64000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458730"/>
        <valUSD>-4419.12000000</valUSD>
        <pctVal>-0.00012415872</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7437838.64000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>680000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-4419.12000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03775697"/>
        </identifiers>
        <balance>486851.51000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-60635.24000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-486851.51000000</amtCurSold>
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            <amtCurPur>33380000.00000000</amtCurPur>
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            <unrealizedAppr>-60635.24000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03891983"/>
        </identifiers>
        <balance>1087089.30000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-810.81000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1087089.30000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>990000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-810.81000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>30300000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="75.77017570"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurPur>412059.89000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03840374"/>
        </identifiers>
        <balance>1667853.75000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-44144.06000000</valUSD>
        <pctVal>-0.00124026281</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1667853.75000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8430000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-44144.06000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>204770000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704806"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-204770000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>2781543.49000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>166914.81000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03780813"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-42366.41000000</valUSD>
        <pctVal>-0.00119031830</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6932722.56000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-42366.41000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>410000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="1.42385000"/>
        <valUSD>-125.33000000</valUSD>
        <pctVal>-0.00000352124</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-410000.00000000</amtCurSold>
            <curSold>SGD</curSold>
            <amtCurPur>287826.35000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-125.33000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03797462"/>
        </identifiers>
        <balance>880000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-9869.04000000</valUSD>
        <pctVal>-0.00027727860</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-880000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>9471046.64000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-9869.04000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03780793"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-37055.59000000</valUSD>
        <pctVal>-0.00104110655</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7103761.60000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-37055.59000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.68676700"/>
        <valUSD>5180.43000000</valUSD>
        <pctVal>0.000145548340</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>390533.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>5180.43000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03801348"/>
        </identifiers>
        <balance>1993392.96000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-165821.52000000</valUSD>
        <pctVal>-0.00465888875</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1993392.96000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>143130000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-165821.52000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>165610000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90770000"/>
        <valUSD>-43850.49000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-165610000.00000000</amtCurSold>
            <curSold>SEK</curSold>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>34740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704824"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-34740000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>466882.14000000</amtCurPur>
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            <settlementDt>2020-04-15</settlementDt>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTEUR__03756780"/>
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        <balance>6942469.65000000</balance>
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        <currencyConditional curCd="NOK" exchangeRt="10.50015048"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-6942469.65000000</amtCurSold>
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            <amtCurPur>670000.00000000</amtCurPur>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CBOE FUTURES EXCHANGE</name>
        <lei>254900O9GJPIWCP8RH13</lei>
        <title>CBOE VIX FUTURE   Apr20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="UXJ0 INDEX"/>
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        <balance>156.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-112250.00000000</valUSD>
        <pctVal>-0.00315375388</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
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              <indexBasketInfo>
                <indexName>CBOE Volatility Index</indexName>
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            <expDate>2020-04-15</expDate>
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            <unrealizedAppr>-112250.00000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CME GLOBEX</name>
        <lei>N/A</lei>
        <title>LIVE CATTLE FUTR  Jun20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="LCM0 COMDTY"/>
        </identifiers>
        <balance>64.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>75860.00000000</valUSD>
        <pctVal>0.002131347612</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>CME Live Cattle Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-06-30</expDate>
            <notionalAmt>2281260.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>75860.00000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03809215"/>
        </identifiers>
        <balance>1894367.66000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-69477.63000000</valUSD>
        <pctVal>-0.00195202980</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1894367.66000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>142920000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-69477.63000000</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>CURRENCY CONTRACT - CHF</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCHF__03756770"/>
        </identifiers>
        <balance>18596986.32000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-248320.64000000</valUSD>
        <pctVal>-0.00697676777</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-18596986.32000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>17740000.00000000</amtCurPur>
            <curPur>CHF</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-248320.64000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1300000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>2469.78000000</valUSD>
        <pctVal>0.000069390452</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1300000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>798135.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>2469.78000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>27090000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704788"/>
        <valUSD>24639.90000000</valUSD>
        <pctVal>0.000692277775</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-27090000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>370541.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>24639.90000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>239320000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704818"/>
        <valUSD>156745.88000000</valUSD>
        <pctVal>0.004403901359</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-239320000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>3212530.10000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>156745.88000000</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>CURRENCY CONTRACT - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__03891945"/>
        </identifiers>
        <balance>573516.49000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>796.88000000</valUSD>
        <pctVal>0.000022388983</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-573516.49000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>62000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>796.88000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03801286"/>
        </identifiers>
        <balance>620000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-8670.79000000</valUSD>
        <pctVal>-0.00024361280</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-620000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6655770.68000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-8670.79000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03809155"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-2722.37000000</valUSD>
        <pctVal>-0.00007648717</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6932160.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-2722.37000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03801268"/>
        </identifiers>
        <balance>630000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-39145.59000000</valUSD>
        <pctVal>-0.00109982678</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-630000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6851267.01000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-39145.59000000</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>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__03894288"/>
        </identifiers>
        <balance>827785.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2982.15000000</valUSD>
        <pctVal>0.000083785898</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-827785.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>2982.15000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03727206"/>
        </identifiers>
        <balance>111503918.90000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458733"/>
        <valUSD>203621.79000000</valUSD>
        <pctVal>0.005720917689</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-111503918.90000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>10440000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>203621.79000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1210000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80648350"/>
        <valUSD>3435.22000000</valUSD>
        <pctVal>0.000096515264</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1210000.00000000</amtCurSold>
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            <amtCurPur>1503775.90000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>3435.22000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03874109"/>
        </identifiers>
        <balance>2403548.22000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6624.38000000</valUSD>
        <pctVal>-0.00018611727</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2403548.22000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>187720000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-6624.38000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>840000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96755000"/>
        <valUSD>10626.78000000</valUSD>
        <pctVal>0.000298567916</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-840000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>878798.97000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>10626.78000000</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>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__03894299"/>
        </identifiers>
        <balance>1189622.40000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>730.53000000</valUSD>
        <pctVal>0.000020524826</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1189622.40000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>960000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>730.53000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03862940"/>
        </identifiers>
        <balance>7223216.18000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015051"/>
        <valUSD>-18234.39000000</valUSD>
        <pctVal>-0.00051230982</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7223216.18000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>610000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-18234.39000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03874090"/>
        </identifiers>
        <balance>7504358.55000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015051"/>
        <valUSD>-1095.95000000</valUSD>
        <pctVal>-0.00003079159</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7504358.55000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>650000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-1095.95000000</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>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__03809185"/>
        </identifiers>
        <balance>359445.85000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4413.56000000</valUSD>
        <pctVal>-0.00012400251</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-359445.85000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>432000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>-4413.56000000</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>CURRENCY CONTRACT - AUD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTAUD__03862910"/>
        </identifiers>
        <balance>3635942.07000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>116236.97000000</valUSD>
        <pctVal>0.003265771005</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3635942.07000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6130000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>116236.97000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>14900000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="23.45924999"/>
        <valUSD>868.92000000</valUSD>
        <pctVal>0.000024413005</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-14900000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>636012.84000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>868.92000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03780767"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-39011.66000000</valUSD>
        <pctVal>-0.00109606391</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7198497.24000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-39011.66000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03727211"/>
        </identifiers>
        <balance>12935149.26000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458731"/>
        <valUSD>22408.24000000</valUSD>
        <pctVal>0.000629577495</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-12935149.26000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1210000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>22408.24000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385300"/>
        <valUSD>2158.09000000</valUSD>
        <pctVal>0.000060633271</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>406111.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>2158.09000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03818057"/>
        </identifiers>
        <balance>620000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-24587.72000000</valUSD>
        <pctVal>-0.00069081173</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-620000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6888852.24000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-24587.72000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03756791"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088130"/>
        <valUSD>-76812.55000000</valUSD>
        <pctVal>-0.00215811026</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-670000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6916856.89000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-76812.55000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03727226"/>
        </identifiers>
        <balance>7047451.62000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458731"/>
        <valUSD>13038.90000000</valUSD>
        <pctVal>0.000366338365</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7047451.62000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>660000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>13038.90000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03818007"/>
        </identifiers>
        <balance>3625029.65000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-337161.98000000</valUSD>
        <pctVal>-0.00947283655</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3625029.65000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>17070000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-337161.98000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>1657.39000000</valUSD>
        <pctVal>0.000046565702</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>399490.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>1657.39000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>20280000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704850"/>
        <valUSD>10892.00000000</valUSD>
        <pctVal>0.000306019485</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-20280000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>269839.45000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>10892.00000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03797461"/>
        </identifiers>
        <balance>5470000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-54613.41000000</valUSD>
        <pctVal>-0.00153440760</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-5470000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>58937838.74000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-54613.41000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>80000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.68676695"/>
        <valUSD>548.79000000</valUSD>
        <pctVal>0.000015418695</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-80000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>47976.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>548.79000000</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>CURRENCY CONTRACT - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__03892046"/>
        </identifiers>
        <balance>393274.20000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1993.13000000</valUSD>
        <pctVal>-0.00005599858</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-393274.20000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>660000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-1993.13000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91136850"/>
        <valUSD>7573.30000000</valUSD>
        <pctVal>0.000212777944</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-700000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>775649.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>7573.30000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>56800000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704826"/>
        <valUSD>120519.61000000</valUSD>
        <pctVal>0.003386095215</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-56800000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>845776.77000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>120519.61000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>192000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704821"/>
        <valUSD>-30546.88000000</valUSD>
        <pctVal>-0.00085823912</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-192000000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>2421026.62000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-30546.88000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03849288"/>
        </identifiers>
        <balance>2099917.19000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>46741.86000000</valUSD>
        <pctVal>0.001313250088</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2099917.19000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>168120000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>46741.86000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>-1118.11000000</valUSD>
        <pctVal>-0.00003141419</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>396714.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-1118.11000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>620000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96755000"/>
        <valUSD>2974.15000000</valUSD>
        <pctVal>0.000083561132</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-620000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>643767.91000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>2974.15000000</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>CURRENCY CONTRACT - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__03891949"/>
        </identifiers>
        <balance>359702.28000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1559.36000000</valUSD>
        <pctVal>0.000043811471</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-359702.28000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>39000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>1559.36000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03858424"/>
        </identifiers>
        <balance>4631760.94000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>188227.86000000</valUSD>
        <pctVal>0.005288412865</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-4631760.94000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>47740000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>188227.86000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03893888"/>
        </identifiers>
        <balance>1262582.52000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>944.83000000</valUSD>
        <pctVal>0.000026545757</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1262582.52000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6560000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>944.83000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03756773"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088130"/>
        <valUSD>-75117.66000000</valUSD>
        <pctVal>-0.00211049097</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-670000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6934653.43000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-75117.66000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>34110000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="17.89720835"/>
        <valUSD>86144.44000000</valUSD>
        <pctVal>0.002420297212</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-34110000.00000000</amtCurSold>
            <curSold>ZAR</curSold>
            <amtCurPur>1992028.27000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>86144.44000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03780730"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088130"/>
        <valUSD>-44512.18000000</valUSD>
        <pctVal>-0.00125060543</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-670000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7256015.58000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-44512.18000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385298"/>
        <valUSD>3302.29000000</valUSD>
        <pctVal>0.000092780489</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>395014.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>3302.29000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03797439"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-43425.51000000</valUSD>
        <pctVal>-0.00122007457</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6921601.92000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-43425.51000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>THE MONTREAL EXCHANGE / BOURSE DE MONTREAL</name>
        <lei>N/A</lei>
        <title>CAN 10YR BOND FUT Jun20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CNM0 COMDTY"/>
        </identifiers>
        <balance>254.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.42335000"/>
        <valUSD>69878.71000000</valUSD>
        <pctVal>0.001963298467</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Montreal Exchange 10 Year Cana</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-06-19</expDate>
            <notionalAmt>26178942.24000000</notionalAmt>
            <curCd>CAD</curCd>
            <unrealizedAppr>69878.71000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03775631"/>
        </identifiers>
        <balance>1853383.85000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15398525"/>
        <valUSD>25900.23000000</valUSD>
        <pctVal>0.000727687758</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1853383.85000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>430000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>25900.23000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>1455.89000000</valUSD>
        <pctVal>0.000040904398</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>399288.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>1455.89000000</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>CURRENCY CONTRACT - MXN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTMXN__03765694"/>
        </identifiers>
        <balance>5665576.76000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-845745.81000000</valUSD>
        <pctVal>-0.02376190763</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-5665576.76000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>113300000.00000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-845745.81000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>868000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="851.97308279"/>
        <valUSD>32685.16000000</valUSD>
        <pctVal>0.000918315815</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-868000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>1051496.69000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>32685.16000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80648350"/>
        <valUSD>-1088.66000000</valUSD>
        <pctVal>-0.00003058677</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-680000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>842078.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-1088.66000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>820000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>1525.06000000</valUSD>
        <pctVal>0.000042847785</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-820000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>503406.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>1525.06000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03818010"/>
        </identifiers>
        <balance>2035364.14000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-182447.50000000</valUSD>
        <pctVal>-0.00512600901</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2035364.14000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>9620000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-182447.50000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>-78.11000000</valUSD>
        <pctVal>-0.00000219456</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>397754.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-78.11000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>157170000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704801"/>
        <valUSD>88455.53000000</valUSD>
        <pctVal>0.002485229141</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-157170000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>2095298.28000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>88455.53000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03818005"/>
        </identifiers>
        <balance>1745520.13000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-160332.61000000</valUSD>
        <pctVal>-0.00450467341</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1745520.13000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8230000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-160332.61000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03797453"/>
        </identifiers>
        <balance>600000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088132"/>
        <valUSD>-38305.16000000</valUSD>
        <pctVal>-0.00107621422</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-600000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6514267.80000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-38305.16000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03827802"/>
        </identifiers>
        <balance>610000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>4470.52000000</valUSD>
        <pctVal>0.000125602849</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-610000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6677193.59000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>4470.52000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03797426"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-40792.77000000</valUSD>
        <pctVal>-0.00114610562</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6949246.08000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-40792.77000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03797401"/>
        </identifiers>
        <balance>1345736.90000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-132288.37000000</valUSD>
        <pctVal>-0.00371674797</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1345736.90000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6300000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-132288.37000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03797437"/>
        </identifiers>
        <balance>630000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-42852.70000000</valUSD>
        <pctVal>-0.00120398101</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-630000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6812341.83000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-42852.70000000</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>CURRENCY CONTRACT - COP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCOP__03756905"/>
        </identifiers>
        <balance>707839.17000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-105710.77000000</valUSD>
        <pctVal>-0.00297002896</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-707839.17000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2447000000.00000000</amtCurPur>
            <curPur>COP</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-105710.77000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>104280000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="17.86000000"/>
        <valUSD>-33996.46000000</valUSD>
        <pctVal>-0.00095515784</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-104280000.00000000</amtCurSold>
            <curSold>ZAR</curSold>
            <amtCurPur>5804749.34000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-33996.46000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>188380000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="75.77017529"/>
        <valUSD>25597.80000000</valUSD>
        <pctVal>0.000719190744</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-188380000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>2511800.31000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>25597.80000000</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>CURRENCY CONTRACT - AUD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTAUD__03797394"/>
        </identifiers>
        <balance>51785352.57000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2774426.69000000</valUSD>
        <pctVal>-0.07794974560</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-51785352.57000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>80070000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-2774426.69000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03809218"/>
        </identifiers>
        <balance>1925004.96000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-78919.04000000</valUSD>
        <pctVal>-0.00221729379</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1925004.96000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>144580000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-78919.04000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385298"/>
        <valUSD>2841.49000000</valUSD>
        <pctVal>0.000079833943</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>394553.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>2841.49000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>58310000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63371735"/>
        <valUSD>-119418.01000000</valUSD>
        <pctVal>-0.00335514487</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-58310000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>35572190.43000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-119418.01000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>3288.89000000</valUSD>
        <pctVal>0.000092404005</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>401121.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>3288.89000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03809078"/>
        </identifiers>
        <balance>3291443.43000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-232782.70000000</valUSD>
        <pctVal>-0.00654021687</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3291443.43000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>15880000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-232782.70000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03892012"/>
        </identifiers>
        <balance>713914.50000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-701.35000000</valUSD>
        <pctVal>-0.00001970499</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-713914.50000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>650000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-701.35000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03809140"/>
        </identifiers>
        <balance>610000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-16883.56000000</valUSD>
        <pctVal>-0.00047435717</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-610000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6854472.40000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-16883.56000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03780779"/>
        </identifiers>
        <balance>5650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-354005.59000000</valUSD>
        <pctVal>-0.00994607130</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-5650000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>61413053.55000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-354005.59000000</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>CURRENCY CONTRACT - TRY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTTRY__03756907"/>
        </identifiers>
        <balance>11192055.11000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-833118.07000000</valUSD>
        <pctVal>-0.02340712113</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-11192055.11000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>68540000.00000000</amtCurPur>
            <curPur>TRY</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-833118.07000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03797517"/>
        </identifiers>
        <balance>1851543.65000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-146933.95000000</valUSD>
        <pctVal>-0.00412822730</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1851543.65000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>133500000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-146933.95000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>129670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704799"/>
        <valUSD>6412.47000000</valUSD>
        <pctVal>0.000180163493</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-129670000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>1662118.39000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>6412.47000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03887412"/>
        </identifiers>
        <balance>2093302.22000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15398527"/>
        <valUSD>1079.17000000</valUSD>
        <pctVal>0.000030320147</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2093302.22000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>460000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>1079.17000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>22080000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80624573"/>
        <valUSD>-1251597.16000000</valUSD>
        <pctVal>-0.03516462719</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-22080000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>26134594.56000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-1251597.16000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>4700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96682780"/>
        <valUSD>74917.63000000</valUSD>
        <pctVal>0.002104870970</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-4700000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>4936176.29000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>74917.63000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.68676700"/>
        <valUSD>5342.93000000</valUSD>
        <pctVal>0.000150113908</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>390695.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>5342.93000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03775634"/>
        </identifiers>
        <balance>2064067.20000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15398523"/>
        <valUSD>30073.75000000</valUSD>
        <pctVal>0.000844946154</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2064067.20000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>480000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>30073.75000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03809095"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-26169.92000000</valUSD>
        <pctVal>-0.00073526491</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7218062.80000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-26169.92000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>-1176.61000000</valUSD>
        <pctVal>-0.00003305780</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>396656.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-1176.61000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03893894"/>
        </identifiers>
        <balance>6467620.88000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015058"/>
        <valUSD>-1165.85000000</valUSD>
        <pctVal>-0.00003275549</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6467620.88000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>560000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-1165.85000000</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>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03894209"/>
        </identifiers>
        <balance>581895.09000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1661.55000000</valUSD>
        <pctVal>-0.00004668258</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-581895.09000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2410000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-1661.55000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03801287"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-9595.08000000</valUSD>
        <pctVal>-0.00026958147</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6972824.95000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-9595.08000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1160000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.42335000"/>
        <valUSD>-555.03000000</valUSD>
        <pctVal>-0.00001559401</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1160000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>814423.72000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-555.03000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>2820000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.68676700"/>
        <valUSD>33134.69000000</valUSD>
        <pctVal>0.000930945721</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2820000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>1704972.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>33134.69000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>246.89000000</valUSD>
        <pctVal>0.000006936572</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>398079.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>246.89000000</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>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__03801402"/>
        </identifiers>
        <balance>1246576.64000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-27099.46000000</valUSD>
        <pctVal>-0.00076138108</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1246576.64000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>92400000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-27099.46000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SINGAPORE EXCHANGE DERIVATIVES CLEARING LIMITED</name>
        <lei>N/A</lei>
        <title>NIKKEI 225  (SGX) Jun20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="NIM0 INDEX"/>
        </identifiers>
        <balance>-89.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="107.95500000"/>
        <valUSD>61090.28000000</valUSD>
        <pctVal>0.001716380469</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>OSE Nikkei 225 Index Future</indexName>
                <indexIdentifier>NKY</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2020-06-11</expDate>
            <notionalAmt>-7810615.53000000</notionalAmt>
            <curCd>JPY</curCd>
            <unrealizedAppr>61090.28000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03727240"/>
        </identifiers>
        <balance>19770644.75000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458734"/>
        <valUSD>34890.18000000</valUSD>
        <pctVal>0.000980267622</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-19770644.75000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1850000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>34890.18000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ishares Inc</name>
        <lei>549300MGJZCNMJLBAJ67</lei>
        <title>ISHARES MSCI SWITZERLAND</title>
        <cusip>464286749</cusip>
        <identifiers>
          <isin value="US4642867497"/>
        </identifiers>
        <balance>214079.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7569833.44000000</valUSD>
        <pctVal>0.212680548761</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>CURRENCY CONTRACT - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__03891952"/>
        </identifiers>
        <balance>442673.75000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1955.96000000</valUSD>
        <pctVal>0.000054954266</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-442673.75000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>48000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>1955.96000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03775657"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088130"/>
        <valUSD>-66976.58000000</valUSD>
        <pctVal>-0.00188176079</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-670000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7020136.05000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-66976.58000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03827809"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>1280.89000000</valUSD>
        <pctVal>0.000035987633</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6971810.56000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>1280.89000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>205670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704809"/>
        <valUSD>-34290.49000000</valUSD>
        <pctVal>-0.00096341885</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-205670000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>2591829.94000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-34290.49000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.68676700"/>
        <valUSD>5305.53000000</valUSD>
        <pctVal>0.000149063125</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>384729.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>5305.53000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>6970000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="75.77017612"/>
        <valUSD>-458.82000000</valUSD>
        <pctVal>-0.00001289091</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6970000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>91529.88000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-458.82000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>196000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="851.97306965"/>
        <valUSD>-1055.51000000</valUSD>
        <pctVal>-0.00002965540</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-196000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>228998.71000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-1055.51000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03809143"/>
        </identifiers>
        <balance>610000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-14198.50000000</valUSD>
        <pctVal>-0.00039891825</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-610000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6882665.99000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-14198.50000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03809157"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>602.48000000</valUSD>
        <pctVal>0.000016927159</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6965091.20000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>602.48000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03801374"/>
        </identifiers>
        <balance>2055961.61000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-160971.90000000</valUSD>
        <pctVal>-0.00452263478</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2055961.61000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>148410000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-160971.90000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03874078"/>
        </identifiers>
        <balance>10242620.49000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015054"/>
        <valUSD>-20354.73000000</valUSD>
        <pctVal>-0.00057188248</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10242620.49000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>870000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-20354.73000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03756772"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088130"/>
        <valUSD>-75243.75000000</valUSD>
        <pctVal>-0.00211403357</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-670000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6933329.51000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-75243.75000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEW YORK MERCANTILE EXCHANGE</name>
        <lei>5493008GFNDTXFPHWI47</lei>
        <title>NY Harb ULSD Fut  May20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="HOK0 COMDTY"/>
        </identifiers>
        <balance>-740.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1327809.00000000</valUSD>
        <pctVal>0.037305860031</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>NYMEX NY Harbor ULSD Futures</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-04-30</expDate>
            <notionalAmt>-32454429.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1327809.00000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.68676701"/>
        <valUSD>1748.63000000</valUSD>
        <pctVal>0.000049129163</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-670000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>398958.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>1748.63000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>2130000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="107.88018352"/>
        <valUSD>-603392.77000000</valUSD>
        <pctVal>-0.01695280437</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2130000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>19140733.82000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-603392.77000000</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>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03862973"/>
        </identifiers>
        <balance>4298011.06000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>117026.27000000</valUSD>
        <pctVal>0.003287947022</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-4298011.06000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>18340000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>117026.27000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>9310000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TRY" exchangeRt="6.59025002"/>
        <valUSD>-66.45000000</valUSD>
        <pctVal>-0.00000186696</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9310000.00000000</amtCurSold>
            <curSold>TRY</curSold>
            <amtCurPur>1412626.54000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-66.45000000</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>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__03894290"/>
        </identifiers>
        <balance>222730.20000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>460.98000000</valUSD>
        <pctVal>0.000012951603</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-222730.20000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>180000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>460.98000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03862923"/>
        </identifiers>
        <balance>2213323.34000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-52229.30000000</valUSD>
        <pctVal>-0.00146742412</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2213323.34000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>11220000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-52229.30000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03765567"/>
        </identifiers>
        <balance>2402157.85000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-254546.57000000</valUSD>
        <pctVal>-0.00715169027</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2402157.85000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>11150000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-254546.57000000</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>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__03775717"/>
        </identifiers>
        <balance>999991.94000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-18075.25000000</valUSD>
        <pctVal>-0.00050783866</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-999991.94000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>74400000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-18075.25000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>15630000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="23.45924997"/>
        <valUSD>-12989.29000000</valUSD>
        <pctVal>-0.00036494453</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-15630000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>653272.42000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-12989.29000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80648350"/>
        <valUSD>-5278.63000000</valUSD>
        <pctVal>-0.00014830734</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>800689.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-5278.63000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96755000"/>
        <valUSD>2299.01000000</valUSD>
        <pctVal>0.000064592531</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-720000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>746446.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>2299.01000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03801375"/>
        </identifiers>
        <balance>1820721.89000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-143309.33000000</valUSD>
        <pctVal>-0.00402639069</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1820721.89000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>131370000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-143309.33000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03862959"/>
        </identifiers>
        <balance>15436023.67000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458730"/>
        <valUSD>-32477.52000000</valUSD>
        <pctVal>-0.00091248200</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-15436023.67000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1390000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-32477.52000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03738020"/>
        </identifiers>
        <balance>18388839.75000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015050"/>
        <valUSD>191880.07000000</valUSD>
        <pctVal>0.005391024638</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-18388839.75000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>1770000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>191880.07000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03765591"/>
        </identifiers>
        <balance>47938885.73000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015051"/>
        <valUSD>517446.64000000</valUSD>
        <pctVal>0.014538078839</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-47938885.73000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>4630000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>517446.64000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>-1716.11000000</valUSD>
        <pctVal>-0.00004821548</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>396116.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-1716.11000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03874079"/>
        </identifiers>
        <balance>8790304.50000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015047"/>
        <valUSD>-13781.45000000</valUSD>
        <pctVal>-0.00038720090</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8790304.50000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>750000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-13781.45000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03727220"/>
        </identifiers>
        <balance>7142825.11000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458737"/>
        <valUSD>14388.06000000</valUSD>
        <pctVal>0.000404244098</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7142825.11000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>14388.06000000</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>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03894195"/>
        </identifiers>
        <balance>615436.60000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1496.55000000</valUSD>
        <pctVal>-0.00004204677</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-615436.60000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2550000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-1496.55000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>34170000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704845"/>
        <valUSD>21805.75000000</valUSD>
        <pctVal>0.000612650055</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-34170000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>458109.22000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>21805.75000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03827778"/>
        </identifiers>
        <balance>31333260.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-593799.52000000</valUSD>
        <pctVal>-0.01668327431</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-31333260.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>28000000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-593799.52000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>-858.11000000</valUSD>
        <pctVal>-0.00002410928</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>396974.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-858.11000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03797450"/>
        </identifiers>
        <balance>600000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088132"/>
        <valUSD>-37885.68000000</valUSD>
        <pctVal>-0.00106442860</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-600000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6518672.40000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-37885.68000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80648350"/>
        <valUSD>977.55000000</valUSD>
        <pctVal>0.000027465052</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-670000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>831744.70000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>977.55000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03849294"/>
        </identifiers>
        <balance>2834386.60000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>65109.81000000</valUSD>
        <pctVal>0.001829312392</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2834386.60000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>227080000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>65109.81000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03809084"/>
        </identifiers>
        <balance>627263.22000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-43652.26000000</valUSD>
        <pctVal>-0.00122644529</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-627263.22000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3030000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-43652.26000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03818003"/>
        </identifiers>
        <balance>1691483.95000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-158301.37000000</valUSD>
        <pctVal>-0.00444760409</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1691483.95000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7960000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-158301.37000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03756806"/>
        </identifiers>
        <balance>8448620.80000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458731"/>
        <valUSD>25269.51000000</valUSD>
        <pctVal>0.000709967173</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8448620.80000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>800000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>25269.51000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03780736"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-34783.89000000</valUSD>
        <pctVal>-0.00097728131</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7242889.50000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-34783.89000000</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>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03858390"/>
        </identifiers>
        <balance>470000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>7592.17000000</valUSD>
        <pctVal>0.000213308112</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-470000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>2174926.88000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>7592.17000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03756783"/>
        </identifiers>
        <balance>9411637.69000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015049"/>
        <valUSD>102698.87000000</valUSD>
        <pctVal>0.002885407215</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9411637.69000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>910000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>102698.87000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TAIWAN FUTURES EXCHANGE</name>
        <lei>N/A</lei>
        <title>TAIEX FUTURES     Apr20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FTJ0 INDEX"/>
        </identifiers>
        <balance>148.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="30.24150000"/>
        <valUSD>111343.58000000</valUSD>
        <pctVal>0.003128287284</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>TW</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>FTX Taiwan Stock Exchange Capi</indexName>
                <indexIdentifier>TWSE</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2020-04-15</expDate>
            <notionalAmt>9286816.20000000</notionalAmt>
            <curCd>TWD</curCd>
            <unrealizedAppr>111343.58000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03765588"/>
        </identifiers>
        <balance>6932734.55000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015050"/>
        <valUSD>75300.41000000</valUSD>
        <pctVal>0.002115625482</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6932734.55000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>75300.41000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03780806"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-39737.45000000</valUSD>
        <pctVal>-0.00111645556</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6960327.04000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-39737.45000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>68820000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="75.77017543"/>
        <valUSD>27973.34000000</valUSD>
        <pctVal>0.000785933448</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-68820000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>936246.28000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>27973.34000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>1761.39000000</valUSD>
        <pctVal>0.000049487666</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>399594.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>1761.39000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03738040"/>
        </identifiers>
        <balance>6784843.65000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015056"/>
        <valUSD>67428.30000000</valUSD>
        <pctVal>0.001894452230</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6784843.65000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>650000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>67428.30000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80648350"/>
        <valUSD>-4314.22000000</valUSD>
        <pctVal>-0.00012121147</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>789254.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-4314.22000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>42000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1216.79066826"/>
        <valUSD>628.53000000</valUSD>
        <pctVal>0.000017659055</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-42000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>35145.56000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>628.53000000</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>CURRENCY CONTRACT - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__03891943"/>
        </identifiers>
        <balance>766616.17000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2222.70000000</valUSD>
        <pctVal>0.000062448541</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-766616.17000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>83000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>2222.70000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>163860000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704817"/>
        <valUSD>-38407.73000000</valUSD>
        <pctVal>-0.00107909601</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-163860000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>2053857.03000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-38407.73000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385300"/>
        <valUSD>1313.29000000</valUSD>
        <pctVal>0.000036897937</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>405266.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>1313.29000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03738031"/>
        </identifiers>
        <balance>7193924.82000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015045"/>
        <valUSD>72382.25000000</valUSD>
        <pctVal>0.002033637433</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7193924.82000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>690000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>72382.25000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>14670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.19181478"/>
        <valUSD>110682.86000000</valUSD>
        <pctVal>0.003109723825</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-14670000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>2936284.43000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>110682.86000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03775620"/>
        </identifiers>
        <balance>2116388.89000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15398524"/>
        <valUSD>28456.59000000</valUSD>
        <pctVal>0.000799510745</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2116388.89000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>490000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>28456.59000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03894220"/>
        </identifiers>
        <balance>794730.93000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>12721.86000000</valUSD>
        <pctVal>0.000357430871</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-794730.93000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8000000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>12721.86000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03780803"/>
        </identifiers>
        <balance>20000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088120"/>
        <valUSD>-1239.91000000</valUSD>
        <pctVal>-0.00003483626</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-20000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>217530.02000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-1239.91000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03868106"/>
        </identifiers>
        <balance>7165540.68000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015057"/>
        <valUSD>-12741.56000000</valUSD>
        <pctVal>-0.00035798435</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7165540.68000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>610000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-12741.56000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>67120000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015052"/>
        <valUSD>59500.95000000</valUSD>
        <pctVal>0.001671726967</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-67120000.00000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>6451790.27000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>59500.95000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>22530000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96682780"/>
        <valUSD>176205.54000000</valUSD>
        <pctVal>0.004950636132</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-22530000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>23479217.82000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>176205.54000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>5570000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.68695461"/>
        <valUSD>-86837.29000000</valUSD>
        <pctVal>-0.00243976338</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-5570000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>3214970.58000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-86837.29000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>46430000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15398526"/>
        <valUSD>186609.98000000</valUSD>
        <pctVal>0.005242957228</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-46430000.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>11363828.27000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>186609.98000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>630000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96755000"/>
        <valUSD>2336.82000000</valUSD>
        <pctVal>0.000065654834</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-630000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>653465.96000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>2336.82000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>25510000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63371735"/>
        <valUSD>-155916.74000000</valUSD>
        <pctVal>-0.00438060600</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-25510000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>15458779.39000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-155916.74000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03797423"/>
        </identifiers>
        <balance>630000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-40197.56000000</valUSD>
        <pctVal>-0.00112938272</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-630000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6840221.22000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-40197.56000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385300"/>
        <valUSD>824.89000000</valUSD>
        <pctVal>0.000023175946</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>404778.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>824.89000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>1852.39000000</valUSD>
        <pctVal>0.000052044384</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>399685.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>1852.39000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03844584"/>
        </identifiers>
        <balance>1810611.22000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1857.13000000</valUSD>
        <pctVal>0.000052177558</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1810611.22000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>9410000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>1857.13000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>360000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80648350"/>
        <valUSD>111.25000000</valUSD>
        <pctVal>0.000003125658</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-360000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>446493.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>111.25000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03809110"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-22601.29000000</valUSD>
        <pctVal>-0.00063500139</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7255534.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-22601.29000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>7640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.19181479"/>
        <valUSD>49062.74000000</valUSD>
        <pctVal>0.001378457075</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7640000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>1520609.84000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>49062.74000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>500000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385302"/>
        <valUSD>-675.08000000</valUSD>
        <pctVal>-0.00001896691</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-500000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>305350.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-675.08000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>910000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.42334999"/>
        <valUSD>1454.14000000</valUSD>
        <pctVal>0.000040855230</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-910000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>640790.92000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>1454.14000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>72000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="107.95500004"/>
        <valUSD>1709.50000000</valUSD>
        <pctVal>0.000048029775</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-72000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>668654.06000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>1709.50000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>14380000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96682780"/>
        <valUSD>491966.22000000</valUSD>
        <pctVal>0.013822185979</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-14380000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>15365349.11000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>491966.22000000</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>CURRENCY CONTRACT - COP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCOP__03840435"/>
        </identifiers>
        <balance>198423.95000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-339.21000000</valUSD>
        <pctVal>-0.00000953037</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-198423.95000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>805000000.00000000</amtCurPur>
            <curPur>COP</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-339.21000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>1722.39000000</valUSD>
        <pctVal>0.000048391930</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>399555.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>1722.39000000</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>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__03894307"/>
        </identifiers>
        <balance>1304079.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2130.48000000</valUSD>
        <pctVal>-0.00005985754</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1304079.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1050000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-2130.48000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385298"/>
        <valUSD>1817.49000000</valUSD>
        <pctVal>0.000051063840</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>393529.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>1817.49000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>6640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50100002"/>
        <valUSD>-581.14000000</valUSD>
        <pctVal>-0.00001632759</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6640000.00000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>631739.59000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-581.14000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>770000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91136850"/>
        <valUSD>8346.03000000</valUSD>
        <pctVal>0.000234488414</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-770000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>853229.30000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>8346.03000000</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>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__03780831"/>
        </identifiers>
        <balance>355359.52000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4436.40000000</valUSD>
        <pctVal>-0.00012464422</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-355359.52000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>427000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>-4436.40000000</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>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03894202"/>
        </identifiers>
        <balance>606148.07000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>569.16000000</valUSD>
        <pctVal>0.000015991007</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-606148.07000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2520000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>569.16000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03818034"/>
        </identifiers>
        <balance>620000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-17494.90000000</valUSD>
        <pctVal>-0.00049153326</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-620000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6963327.88000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-17494.90000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>10760000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.19181478"/>
        <valUSD>215651.56000000</valUSD>
        <pctVal>0.006058903737</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10760000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>2288144.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>215651.56000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03738045"/>
        </identifiers>
        <balance>6785229.75000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015058"/>
        <valUSD>67391.53000000</valUSD>
        <pctVal>0.001893419147</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6785229.75000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>650000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>67391.53000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03801382"/>
        </identifiers>
        <balance>2094345.27000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-163731.14000000</valUSD>
        <pctVal>-0.00460015784</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2094345.27000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>151200000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-163731.14000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03840365"/>
        </identifiers>
        <balance>3300585.49000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-97466.61000000</valUSD>
        <pctVal>-0.00273840266</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3300585.49000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>16630000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-97466.61000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03809193"/>
        </identifiers>
        <balance>2314987.95000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-125554.05000000</valUSD>
        <pctVal>-0.00352754184</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2314987.95000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>171470000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-125554.05000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03827798"/>
        </identifiers>
        <balance>620000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-2922.23000000</valUSD>
        <pctVal>-0.00008210239</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-620000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6712707.76000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-2922.23000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1200000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385300"/>
        <valUSD>-2628.20000000</valUSD>
        <pctVal>-0.00007384138</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1200000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>731832.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-2628.20000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>49740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704819"/>
        <valUSD>-6831.37000000</valUSD>
        <pctVal>-0.00019193282</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-49740000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>628279.39000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-6831.37000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CBOE FUTURES EXCHANGE</name>
        <lei>254900O9GJPIWCP8RH13</lei>
        <title>CBOE VIX FUTURE   May20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="UXK0 INDEX"/>
        </identifiers>
        <balance>70.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-13250.00000000</valUSD>
        <pctVal>-0.00037226938</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>CBOE Volatility Index</indexName>
                <indexIdentifier>VIX</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2020-05-20</expDate>
            <notionalAmt>2878000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-13250.00000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ishares Inc</name>
        <lei>549300MGJZCNMJLBAJ67</lei>
        <title>ISHARES MSCI TAIWAN ETF</title>
        <cusip>46434G772</cusip>
        <identifiers>
          <isin value="US46434G7723"/>
        </identifiers>
        <balance>315600.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>10405332.00000000</valUSD>
        <pctVal>0.292346157593</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1200000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="1.42354008"/>
        <valUSD>-20849.49000000</valUSD>
        <pctVal>-0.00058578316</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1200000.00000000</amtCurSold>
            <curSold>SGD</curSold>
            <amtCurPur>822119.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-20849.49000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03765609"/>
        </identifiers>
        <balance>8940018.20000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015051"/>
        <valUSD>92722.47000000</valUSD>
        <pctVal>0.002605112246</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8940018.20000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>860000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>92722.47000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>2410000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.68676700"/>
        <valUSD>22605.54000000</valUSD>
        <pctVal>0.000635120797</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2410000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>1451374.30000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>22605.54000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>851.39000000</valUSD>
        <pctVal>0.000023920485</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>398684.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>851.39000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEW YORK MERCANTILE EXCHANGE</name>
        <lei>5493008GFNDTXFPHWI47</lei>
        <title>NATURAL GAS FUTR  Aug20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="NGQ20 COMDTY"/>
        </identifiers>
        <balance>-260.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-48320.00000000</valUSD>
        <pctVal>-0.00135758919</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>NYMEX Henry Hub Natural Gas Fu</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-07-29</expDate>
            <notionalAmt>-5094480.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-48320.00000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03801346"/>
        </identifiers>
        <balance>3272755.58000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-266002.83000000</valUSD>
        <pctVal>-0.00747356309</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3272755.58000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>235480000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-266002.83000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03809202"/>
        </identifiers>
        <balance>2044755.59000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-72643.47000000</valUSD>
        <pctVal>-0.00204097661</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2044755.59000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>154450000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-72643.47000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>70060000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="75.77017528"/>
        <valUSD>21555.93000000</valUSD>
        <pctVal>0.000605631161</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-70060000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>946194.15000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>21555.93000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03844600"/>
        </identifiers>
        <balance>1150000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>33378.22000000</valUSD>
        <pctVal>0.000937787892</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1150000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>13607058.75000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>33378.22000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03738015"/>
        </identifiers>
        <balance>19786461.64000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015055"/>
        <valUSD>212472.44000000</valUSD>
        <pctVal>0.005969583808</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-19786461.64000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>1910000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>212472.44000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1180000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.42334999"/>
        <valUSD>-2074.15000000</valUSD>
        <pctVal>-0.00005827490</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1180000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>826955.96000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-2074.15000000</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>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__03894292"/>
        </identifiers>
        <balance>1177088.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>865.42000000</valUSD>
        <pctVal>0.000024314669</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1177088.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>950000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>865.42000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03809082"/>
        </identifiers>
        <balance>658636.14000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-46133.55000000</valUSD>
        <pctVal>-0.00129615913</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-658636.14000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3180000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-46133.55000000</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>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__03862969"/>
        </identifiers>
        <balance>1215904.57000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>40679.62000000</valUSD>
        <pctVal>0.001142926587</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1215904.57000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1529000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>40679.62000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>36110000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.53568033"/>
        <valUSD>-44865.53000000</valUSD>
        <pctVal>-0.00126053309</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-36110000.00000000</amtCurSold>
            <curSold>ILS</curSold>
            <amtCurPur>10168161.85000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>-44865.53000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>234000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="107.88018362"/>
        <valUSD>1714.08000000</valUSD>
        <pctVal>0.000048158453</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-234000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>2170787.14000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
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          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>405000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1216.79073876"/>
        <valUSD>7253.30000000</valUSD>
        <pctVal>0.000203787287</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-405000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>340096.07000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>7253.30000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>180340000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704802"/>
        <valUSD>95491.45000000</valUSD>
        <pctVal>0.002682908963</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-180340000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>2398182.94000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>95491.45000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NEW YORK MERCANTILE EXCHANGE</name>
        <lei>5493008GFNDTXFPHWI47</lei>
        <title>NY Harb ULSD Fut  Jul20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="HON0 COMDTY"/>
        </identifiers>
        <balance>-33.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2835.00000000</valUSD>
        <pctVal>0.000079651601</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <isin value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-06-30</expDate>
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            <curCd>USD</curCd>
            <unrealizedAppr>2835.00000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>17430000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80624573"/>
        <valUSD>-1191055.59000000</valUSD>
        <pctVal>-0.03346366316</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-17430000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>20427663.69000000</amtCurPur>
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            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-1191055.59000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385298"/>
        <valUSD>2323.09000000</valUSD>
        <pctVal>0.000065269078</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>394035.20000000</amtCurPur>
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            <unrealizedAppr>2323.09000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03727233"/>
        </identifiers>
        <balance>7157634.12000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458732"/>
        <valUSD>12892.89000000</valUSD>
        <pctVal>0.000362236097</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7157634.12000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>12892.89000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03849293"/>
        </identifiers>
        <balance>1988320.36000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>38441.42000000</valUSD>
        <pctVal>0.001080042561</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1988320.36000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>158730000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
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          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03849289"/>
        </identifiers>
        <balance>1805879.52000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>37780.37000000</valUSD>
        <pctVal>0.001061469831</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1805879.52000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>144390000.00000000</amtCurPur>
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            <settlementDt>2020-04-15</settlementDt>
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          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__03887439"/>
        </identifiers>
        <balance>5793058.81000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>33548.23000000</valUSD>
        <pctVal>0.000942564459</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-5793058.81000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>104280000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>33548.23000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>270000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.68676699"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-270000.00000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03738026"/>
        </identifiers>
        <balance>6983866.94000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015052"/>
        <valUSD>70430.73000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-6983866.94000000</amtCurSold>
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            <amtCurPur>670000.00000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03748613"/>
        </identifiers>
        <balance>680000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTRUB__03801340"/>
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        <balance>2259331.48000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-182133.68000000</valUSD>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
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          <ticker value="USD"/>
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        <balance>466000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1216.79075147"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-466000000.00000000</amtCurSold>
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            <amtCurPur>391287.55000000</amtCurPur>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTEUR__03727241"/>
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        <balance>7154277.42000000</balance>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTEUR__03765600"/>
        </identifiers>
        <balance>6958114.82000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015056"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <ticker value="USD"/>
        </identifiers>
        <balance>74000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="107.95499969"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-74000000.00000000</amtCurSold>
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          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03727235"/>
        </identifiers>
        <balance>7155066.01000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458739"/>
        <valUSD>13152.18000000</valUSD>
        <pctVal>0.000369521057</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <curSold>SEK</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
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            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>13152.18000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03854135"/>
        </identifiers>
        <balance>390000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-3026.06000000</valUSD>
        <pctVal>-0.00008501958</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-390000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>1765986.69000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-3026.06000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>2801.39000000</valUSD>
        <pctVal>0.000078707301</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>400634.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>2801.39000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>56950000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TRY" exchangeRt="6.61650898"/>
        <valUSD>-22481.43000000</valUSD>
        <pctVal>-0.00063163382</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-56950000.00000000</amtCurSold>
            <curSold>TRY</curSold>
            <amtCurPur>8584776.59000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-22481.43000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>166910000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704805"/>
        <valUSD>85082.19000000</valUSD>
        <pctVal>0.002390452445</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-166910000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>2216291.22000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>85082.19000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03780750"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-38145.44000000</valUSD>
        <pctVal>-0.00107172676</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7207592.70000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-38145.44000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>3080000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80648350"/>
        <valUSD>-3175.39000000</valUSD>
        <pctVal>-0.00008921513</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3080000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>3815873.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-3175.39000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>405000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1216.79073876"/>
        <valUSD>6922.33000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-405000000.00000000</amtCurSold>
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            <amtCurPur>339765.10000000</amtCurPur>
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            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>6922.33000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03780773"/>
        </identifiers>
        <balance>660000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
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        <pctVal>-0.00112610169</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7187271.30000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-40080.78000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03775650"/>
        </identifiers>
        <balance>830000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088130"/>
        <valUSD>-82880.87000000</valUSD>
        <pctVal>-0.00232860459</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-830000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>8697532.65000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-82880.87000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03775666"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-64035.90000000</valUSD>
        <pctVal>-0.00179914002</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-650000.00000000</amtCurSold>
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            <amtCurPur>6820464.30000000</amtCurPur>
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            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-64035.90000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>24600000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96682780"/>
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        <pctVal>0.024331335103</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-24600000.00000000</amtCurSold>
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            <amtCurPur>26310047.87000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>866013.16000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03854131"/>
        </identifiers>
        <balance>380000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-3109.11000000</valUSD>
        <pctVal>-0.00008735294</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-380000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>1720037.70000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-3109.11000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03818075"/>
        </identifiers>
        <balance>620000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>264.41000000</valUSD>
        <pctVal>0.000007428811</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-620000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6744270.10000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>264.41000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>150710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704827"/>
        <valUSD>77967.53000000</valUSD>
        <pctVal>0.002190560360</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-150710000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>2002325.04000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>77967.53000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03775639"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088130"/>
        <valUSD>-68638.54000000</valUSD>
        <pctVal>-0.00192845489</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-670000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7002685.23000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-68638.54000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03765562"/>
        </identifiers>
        <balance>548890.29000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-61584.77000000</valUSD>
        <pctVal>-0.00173027356</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-548890.29000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2530000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-61584.77000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>810000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1216.79073876"/>
        <valUSD>14249.66000000</valUSD>
        <pctVal>0.000400355639</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-810000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>679935.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>14249.66000000</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>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__03887425"/>
        </identifiers>
        <balance>1055555.56000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6253.97000000</valUSD>
        <pctVal>0.000175710308</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1055555.56000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1292000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>6253.97000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>10770000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90769998"/>
        <valUSD>-15985.13000000</valUSD>
        <pctVal>-0.00044911506</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10770000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1071048.19000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-15985.13000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03727209"/>
        </identifiers>
        <balance>14225975.26000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458736"/>
        <valUSD>23822.71000000</valUSD>
        <pctVal>0.000669318166</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-14225975.26000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1330000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>23822.71000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03738008"/>
        </identifiers>
        <balance>6831593.34000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015053"/>
        <valUSD>73954.39000000</valUSD>
        <pctVal>0.002077807969</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6831593.34000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>660000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>73954.39000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03748582"/>
        </identifiers>
        <balance>6831912.12000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015052"/>
        <valUSD>73924.03000000</valUSD>
        <pctVal>0.002076954980</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6831912.12000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>660000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>73924.03000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.68676701"/>
        <valUSD>6276.53000000</valUSD>
        <pctVal>0.000176344150</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>397557.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>6276.53000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03827763"/>
        </identifiers>
        <balance>1739683.43000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-73599.34000000</valUSD>
        <pctVal>-0.00206783255</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1739683.43000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8650000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-73599.34000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03756801"/>
        </identifiers>
        <balance>7073221.49000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458734"/>
        <valUSD>21415.47000000</valUSD>
        <pctVal>0.000601684825</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7073221.49000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>21415.47000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03756865"/>
        </identifiers>
        <balance>1904867.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-295894.20000000</valUSD>
        <pctVal>-0.00831338513</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1904867.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>126010000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-295894.20000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>31780000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.42317664"/>
        <valUSD>107138.42000000</valUSD>
        <pctVal>0.003010139937</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-31780000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>22437465.63000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>107138.42000000</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>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__03894280"/>
        </identifiers>
        <balance>851756.70000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3809.47000000</valUSD>
        <pctVal>0.000107030118</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-851756.70000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>690000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>3809.47000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>14630000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="23.45925002"/>
        <valUSD>-19421.21000000</valUSD>
        <pctVal>-0.00054565448</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-14630000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>604213.39000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-19421.21000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03891984"/>
        </identifiers>
        <balance>713641.50000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-428.35000000</valUSD>
        <pctVal>-0.00001203483</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-713641.50000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>650000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-428.35000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>2229.39000000</valUSD>
        <pctVal>0.000062636502</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>400062.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>2229.39000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03801276"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-37889.10000000</valUSD>
        <pctVal>-0.00106452468</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6979735.04000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-37889.10000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03840395"/>
        </identifiers>
        <balance>630000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>4906.44000000</valUSD>
        <pctVal>0.000137850371</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-630000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6898983.84000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>4906.44000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>3243.39000000</valUSD>
        <pctVal>0.000091125646</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>401076.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>3243.39000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03817995"/>
        </identifiers>
        <balance>3394905.15000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-305426.68000000</valUSD>
        <pctVal>-0.00858120781</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3394905.15000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>16040000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-305426.68000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03727228"/>
        </identifiers>
        <balance>7154917.94000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458726"/>
        <valUSD>13167.12000000</valUSD>
        <pctVal>0.000369940809</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7154917.94000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>13167.12000000</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>CURRENCY CONTRACT - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__03891927"/>
        </identifiers>
        <balance>645131.56000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3286.76000000</valUSD>
        <pctVal>0.000092344161</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-645131.56000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>70000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>3286.76000000</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>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__03849275"/>
        </identifiers>
        <balance>1131868.13000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>53216.50000000</valUSD>
        <pctVal>0.001495160298</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1131868.13000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1442000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>53216.50000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385298"/>
        <valUSD>3622.29000000</valUSD>
        <pctVal>0.000101771146</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>395334.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>3622.29000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03780776"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-39295.21000000</valUSD>
        <pctVal>-0.00110403047</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7195519.98000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-39295.21000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03738025"/>
        </identifiers>
        <balance>6878902.80000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015050"/>
        <valUSD>69448.79000000</valUSD>
        <pctVal>0.001951219519</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6878902.80000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>660000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>69448.79000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03858412"/>
        </identifiers>
        <balance>6651437.40000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458732"/>
        <valUSD>-12848.47000000</valUSD>
        <pctVal>-0.00036098808</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6651437.40000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>600000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-12848.47000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>400000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385298"/>
        <valUSD>571.93000000</valUSD>
        <pctVal>0.000016068832</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-400000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>245392.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>571.93000000</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>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03765553"/>
        </identifiers>
        <balance>560000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-34883.02000000</valUSD>
        <pctVal>-0.00098006645</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-560000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>2408921.76000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-34883.02000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>630000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96755000"/>
        <valUSD>2201.29000000</valUSD>
        <pctVal>0.000061847010</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-630000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>653330.43000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>2201.29000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03868093"/>
        </identifiers>
        <balance>2889663.74000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-112214.89000000</valUSD>
        <pctVal>-0.00315276743</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2889663.74000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>14420000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-112214.89000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1090000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.68676700"/>
        <valUSD>9853.48000000</valUSD>
        <pctVal>0.000276841432</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1090000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>656060.10000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>9853.48000000</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>CURRENCY CONTRACT - SGD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSGD__03844625"/>
        </identifiers>
        <balance>1378005.65000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>19917.76000000</valUSD>
        <pctVal>0.000559605460</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1378005.65000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1990000.00000000</amtCurPur>
            <curPur>SGD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>19917.76000000</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>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__03801393"/>
        </identifiers>
        <balance>2342710.79000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-36922.28000000</valUSD>
        <pctVal>-0.00103736110</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2342710.79000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>174710000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-36922.28000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>151110000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704806"/>
        <valUSD>3557.86000000</valUSD>
        <pctVal>0.000099960933</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-151110000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>1933022.82000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>3557.86000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03797441"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-44641.92000000</valUSD>
        <pctVal>-0.00125425058</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6908829.44000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-44641.92000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1450000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96755000"/>
        <valUSD>18963.06000000</valUSD>
        <pctVal>0.000532782397</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1450000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>1517593.62000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>18963.06000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03780718"/>
        </identifiers>
        <balance>1861392.17000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15398529"/>
        <valUSD>23972.37000000</valUSD>
        <pctVal>0.000673522983</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1861392.17000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>430000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>23972.37000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385300"/>
        <valUSD>-290.51000000</valUSD>
        <pctVal>-0.00000816211</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>403662.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-290.51000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>82640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="75.77017509"/>
        <valUSD>13940.96000000</valUSD>
        <pctVal>0.000391682465</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-82640000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>1104607.57000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>13940.96000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03756872"/>
        </identifiers>
        <balance>848920.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-130302.52000000</valUSD>
        <pctVal>-0.00366095392</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-848920.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>56280000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-130302.52000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03801337"/>
        </identifiers>
        <balance>2253133.40000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-198536.04000000</valUSD>
        <pctVal>-0.00557802946</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2253133.40000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>160910000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-198536.04000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03862921"/>
        </identifiers>
        <balance>621878.27000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-15154.01000000</valUSD>
        <pctVal>-0.00042576407</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-621878.27000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3150000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-15154.01000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>450000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088132"/>
        <valUSD>-9511.14000000</valUSD>
        <pctVal>-0.00026722311</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-450000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>484515.90000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-9511.14000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03797483"/>
        </identifiers>
        <balance>600000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088132"/>
        <valUSD>-4001.00000000</valUSD>
        <pctVal>-0.00011241130</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-600000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6484550.40000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-4001.00000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>9160000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.19181480"/>
        <valUSD>195042.66000000</valUSD>
        <pctVal>0.005479880143</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9160000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>1959358.29000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>195042.66000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1400000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.42335000"/>
        <valUSD>-3477.43000000</valUSD>
        <pctVal>-0.00009770118</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1400000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>980117.61000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-3477.43000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03801366"/>
        </identifiers>
        <balance>4273369.91000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-351363.05000000</valUSD>
        <pctVal>-0.00987182701</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-4273369.91000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>307160000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-351363.05000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03756798"/>
        </identifiers>
        <balance>7078987.51000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458729"/>
        <valUSD>20833.31000000</valUSD>
        <pctVal>0.000585328572</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7078987.51000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>20833.31000000</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>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__03879868"/>
        </identifiers>
        <balance>967449.53000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2616.41000000</valUSD>
        <pctVal>-0.00007351013</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-967449.53000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1174000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>-2616.41000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>41830000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TRY" exchangeRt="6.61650898"/>
        <valUSD>104444.09000000</valUSD>
        <pctVal>0.002934440572</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-41830000.00000000</amtCurSold>
            <curSold>TRY</curSold>
            <amtCurPur>6426509.11000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>104444.09000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03879833"/>
        </identifiers>
        <balance>2496892.20000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15398525"/>
        <valUSD>2727.28000000</valUSD>
        <pctVal>0.000076625121</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2496892.20000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>550000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>2727.28000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>149860000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704826"/>
        <valUSD>72143.39000000</valUSD>
        <pctVal>0.002026926470</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-149860000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>1985647.58000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>72143.39000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ICE FUTURES EUROPE</name>
        <lei>549300UF4R84F48NCH34</lei>
        <title>Low Su Gasoil G   May20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H1K81238"/>
        </identifiers>
        <balance>-990.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>666275.00000000</valUSD>
        <pctVal>0.018719531116</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>ICE Gas Oil Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-05-12</expDate>
            <notionalAmt>-29846525.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>666275.00000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03765623"/>
        </identifiers>
        <balance>8673162.96000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458733"/>
        <valUSD>24555.75000000</valUSD>
        <pctVal>0.000689913513</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8673162.96000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>820000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>24555.75000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03894201"/>
        </identifiers>
        <balance>608948.90000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>175.93000000</valUSD>
        <pctVal>0.000004942894</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
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          <ticker value="USD"/>
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        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80648350"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1090000.00000000</amtCurSold>
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            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>9040000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="23.45925017"/>
        <valUSD>-12403.00000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ICE FUTURES EUROPE</name>
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        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H1K7ZZ15"/>
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        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>41825.00000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <isin value="N/A"/>
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            </descRefInstrmnt>
            <expDate>2020-07-10</expDate>
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            <unrealizedAppr>41825.00000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>396584.50000000</amtCurPur>
            <curPur>USD</curPur>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>980000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.42335000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-980000.00000000</amtCurSold>
            <curSold>CAD</curSold>
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            <unrealizedAppr>2149.61000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>18300000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
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        <pctVal>-0.00802329597</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-18300000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>19804863.90000000</amtCurPur>
            <curPur>USD</curPur>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>49760000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704847"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-49760000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>628083.78000000</amtCurPur>
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            <settlementDt>2020-04-15</settlementDt>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03756762"/>
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        <balance>920000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-57111.59000000</valUSD>
        <pctVal>-0.00160459597</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-920000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>3958329.44000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-57111.59000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>14100000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="17.86000010"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <curSold>ZAR</curSold>
            <amtCurPur>791547.84000000</amtCurPur>
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        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>68650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="75.77017569"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>152340000.00000000</balance>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <ticker value="USD"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
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        <balance>863164.73000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-83090.68000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-863164.73000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>4050000.00000000</amtCurPur>
            <curPur>BRL</curPur>
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            <unrealizedAppr>-83090.68000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EURONEXT EQF, EQUITIES AND INDICES DERIVATIVES</name>
        <lei>N/A</lei>
        <title>AMSTERDAM IDX FUT Apr20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="NLENX7433933"/>
        </identifiers>
        <balance>38.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91136850"/>
        <valUSD>267091.03000000</valUSD>
        <pctVal>0.007504136950</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Euronext Amsterdam Index</indexName>
                <indexIdentifier>AEX</indexIdentifier>
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            </descRefInstrmnt>
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            <curCd>EUR</curCd>
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          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03797447"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-47731.04000000</valUSD>
        <pctVal>-0.00134104189</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-700000.00000000</amtCurSold>
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            <amtCurPur>7568040.90000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-47731.04000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>163920000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704805"/>
        <valUSD>86176.78000000</valUSD>
        <pctVal>0.002421205830</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-163920000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>2179207.66000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>86176.78000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03748599"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-20100.76000000</valUSD>
        <pctVal>-0.00056474699</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6977506.80000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-20100.76000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03797473"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-7913.40000000</valUSD>
        <pctVal>-0.00022233332</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6880744.96000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-7913.40000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03879848"/>
        </identifiers>
        <balance>2219007.14000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15398529"/>
        <valUSD>3753.03000000</valUSD>
        <pctVal>0.000105444391</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2219007.14000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>490000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>3753.03000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03817998"/>
        </identifiers>
        <balance>1655154.08000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-158567.57000000</valUSD>
        <pctVal>-0.00445508320</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1655154.08000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7770000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-158567.57000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03756761"/>
        </identifiers>
        <balance>200000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088133"/>
        <valUSD>-12316.76000000</valUSD>
        <pctVal>-0.00034604926</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-200000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>860916.80000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-15</settlementDt>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03874084"/>
        </identifiers>
        <balance>7551103.95000000</balance>
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        <currencyConditional curCd="NOK" exchangeRt="10.50015049"/>
        <valUSD>-5547.83000000</valUSD>
        <pctVal>-0.00015587073</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-7551103.95000000</amtCurSold>
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            <amtCurPur>650000.00000000</amtCurPur>
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            <unrealizedAppr>-5547.83000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96754999"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-740000.00000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.68676700"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTBRL__03780721"/>
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        <balance>1879358.66000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-161269.64000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03765593"/>
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        <balance>6829947.96000000</balance>
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        <currencyConditional curCd="NOK" exchangeRt="10.50015052"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
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          <ticker value="USD"/>
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        <balance>2400000.00000000</balance>
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        <currencyConditional curCd="GBP" exchangeRt="0.80648350"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-2400000.00000000</amtCurSold>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>2140000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="1.42354008"/>
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        <pctVal>-0.00000898559</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-2140000.00000000</amtCurSold>
            <curSold>SGD</curSold>
            <amtCurPur>1502974.70000000</amtCurPur>
            <curPur>USD</curPur>
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            <unrealizedAppr>-319.82000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ishares Inc</name>
        <lei>549300MGJZCNMJLBAJ67</lei>
        <title>ISHARES MSCI BRAZIL ETF</title>
        <cusip>464286400</cusip>
        <identifiers>
          <isin value="US4642864007"/>
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        <balance>430500.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>10142580.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03756775"/>
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        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088130"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-670000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6927997.65000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-75751.54000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03801367"/>
        </identifiers>
        <balance>1993859.27000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-163861.80000000</valUSD>
        <pctVal>-0.00460382884</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1993859.27000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>143320000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-163861.80000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>130080000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704804"/>
        <valUSD>88200.72000000</valUSD>
        <pctVal>0.002478070049</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-130080000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>1749141.77000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>88200.72000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385300"/>
        <valUSD>2303.29000000</valUSD>
        <pctVal>0.000064712781</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>406256.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>2303.29000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHICAGO BOARD OF TRADE</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
        <title>WHEAT FUTURE(CBT) May20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="W K0 COMDTY"/>
        </identifiers>
        <balance>60.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-24862.50000000</valUSD>
        <pctVal>-0.00069853190</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>CBOT Wheat Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-05-14</expDate>
            <notionalAmt>1731112.50000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-24862.50000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03809147"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-7821.97000000</valUSD>
        <pctVal>-0.00021976452</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6881650.56000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-7821.97000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NASDAQ STOCKHOLM AB - SWEDISH EQ DERIVATIVES</name>
        <lei>N/A</lei>
        <title>OMXS30 IND FUTURE Apr20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="SE0013676525"/>
        </identifiers>
        <balance>330.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90770000"/>
        <valUSD>188296.06000000</valUSD>
        <pctVal>0.005290328999</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>OMX STOCKHOLM 30 INDEX</indexName>
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            <expDate>2020-04-17</expDate>
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            <unrealizedAppr>188296.06000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03797421"/>
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        <balance>630000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-41263.08000000</valUSD>
        <pctVal>-0.00115931936</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-630000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6829033.05000000</amtCurPur>
            <curPur>NOK</curPur>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03849285"/>
        </identifiers>
        <balance>1709663.45000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>29676.88000000</valUSD>
        <pctVal>0.000833795772</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>SINGAPORE EXCHANGE DERIVATIVES CLEARING LIMITED</name>
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        <title>MSCI TAIWAN INDEX Apr20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="TWJ0 INDEX"/>
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        <balance>158.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>64460.00000000</valUSD>
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        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
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            <payOffProf>Long</payOffProf>
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              <indexBasketInfo>
                <indexName>SGX MSCI Taiwan Index Future</indexName>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03797419"/>
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        <balance>3650000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-239236.32000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-3650000.00000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03891995"/>
        </identifiers>
        <balance>768082.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-6.30000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-768082.00000000</amtCurSold>
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            <amtCurPur>700000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-6.30000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>311950000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TRY" exchangeRt="6.61650899"/>
        <valUSD>2258424.26000000</valUSD>
        <pctVal>0.063452243006</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-311950000.00000000</amtCurSold>
            <curSold>TRY</curSold>
            <amtCurPur>49405643.54000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
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          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1100000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80648350"/>
        <valUSD>-5534.07000000</valUSD>
        <pctVal>-0.00015548414</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1100000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>1358412.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-5534.07000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03780784"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-39547.41000000</valUSD>
        <pctVal>-0.00111111623</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7077597.15000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-39547.41000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03738013"/>
        </identifiers>
        <balance>6826843.32000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015058"/>
        <valUSD>74406.77000000</valUSD>
        <pctVal>0.002090517948</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-6826843.32000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>660000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>74406.77000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03844611"/>
        </identifiers>
        <balance>1260000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>21264.41000000</valUSD>
        <pctVal>0.000597440673</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1260000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>13911390.36000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>21264.41000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385300"/>
        <valUSD>2085.49000000</valUSD>
        <pctVal>0.000058593516</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>406038.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>2085.49000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03809096"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-24900.15000000</valUSD>
        <pctVal>-0.00069958970</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7116120.96000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-24900.15000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03874056"/>
        </identifiers>
        <balance>1896633.48000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-47569.06000000</valUSD>
        <pctVal>-0.00133649093</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1896633.48000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>9600000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-47569.06000000</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>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03894196"/>
        </identifiers>
        <balance>713456.52000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3212.15000000</valUSD>
        <pctVal>-0.00009024793</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-713456.52000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2950000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-3212.15000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEW YORK MERCANTILE EXCHANGE</name>
        <lei>5493008GFNDTXFPHWI47</lei>
        <title>NATURAL GAS FUTR  May20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="NGK20 COMDTY"/>
        </identifiers>
        <balance>-243.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>44730.00000000</valUSD>
        <pctVal>0.001256725266</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>NYMEX Henry Hub Natural Gas Fu</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-04-28</expDate>
            <notionalAmt>-4029930.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>44730.00000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03756763"/>
        </identifiers>
        <balance>550000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-34878.70000000</valUSD>
        <pctVal>-0.00097994508</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-550000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>2363335.70000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-34878.70000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>990000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.68676699"/>
        <valUSD>7325.89000000</valUSD>
        <pctVal>0.000205826761</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-990000.00000000</amtCurSold>
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            <amtCurPur>594247.50000000</amtCurPur>
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            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>7325.89000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>9060000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15398526"/>
        <valUSD>101353.76000000</valUSD>
        <pctVal>0.002847615270</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-9060000.00000000</amtCurSold>
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            <amtCurPur>2282391.83000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>101353.76000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>45930000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704797"/>
        <valUSD>85094.66000000</valUSD>
        <pctVal>0.002390802800</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-45930000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>671557.01000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>85094.66000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03891992"/>
        </identifiers>
        <balance>712003.50000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1209.65000000</valUSD>
        <pctVal>0.000033986088</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-712003.50000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>650000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>1209.65000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03780780"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-40054.28000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6957000.32000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-40054.28000000</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>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__03809177"/>
        </identifiers>
        <balance>352811.65000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5175.87000000</valUSD>
        <pctVal>-0.00014542022</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-352811.65000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>423000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>-5175.87000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>312000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="851.97308912"/>
        <valUSD>-2097.09000000</valUSD>
        <pctVal>-0.00005891942</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-312000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>364111.66000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-2097.09000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03809149"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-5869.13000000</valUSD>
        <pctVal>-0.00016489792</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6900992.64000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-5869.13000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1220000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80648350"/>
        <valUSD>-11688.79000000</valUSD>
        <pctVal>-0.00032840594</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1220000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>1501051.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-11688.79000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03775696"/>
        </identifiers>
        <balance>850957.07000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-106036.25000000</valUSD>
        <pctVal>-0.00297917358</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-850957.07000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>58340000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-106036.25000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03858400"/>
        </identifiers>
        <balance>7590387.12000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458731"/>
        <valUSD>-19820.92000000</valUSD>
        <pctVal>-0.00055688466</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7590387.12000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>680000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-19820.92000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Vanguard Index Fds</name>
        <lei>549300G6KNDK44WUN559</lei>
        <title>VANGUARD LARGE-CAP ETF</title>
        <cusip>922908637</cusip>
        <identifiers>
          <isin value="US9229086379"/>
        </identifiers>
        <balance>405072.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>47972676.96000000</valUSD>
        <pctVal>1.347830879279</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>2235.89000000</valUSD>
        <pctVal>0.000062819124</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>400068.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>2235.89000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03849301"/>
        </identifiers>
        <balance>1818220.09000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>56722.90000000</valUSD>
        <pctVal>0.001593675421</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1818220.09000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>146840000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>56722.90000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03809145"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-6428.96000000</valUSD>
        <pctVal>-0.00018062679</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6895447.68000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-6428.96000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03840381"/>
        </identifiers>
        <balance>633380.13000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-18951.43000000</valUSD>
        <pctVal>-0.00053245564</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-633380.13000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3190000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-18951.43000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03780749"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088130"/>
        <valUSD>-38693.22000000</valUSD>
        <pctVal>-0.00108711708</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-670000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7317115.56000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-38693.22000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03891980"/>
        </identifiers>
        <balance>747639.60000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1508.92000000</valUSD>
        <pctVal>-0.00004239431</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-747639.60000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>680000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-1508.92000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>970000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.42335000"/>
        <valUSD>-3733.18000000</valUSD>
        <pctVal>-0.00010488668</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-970000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>677757.67000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-3733.18000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03809211"/>
        </identifiers>
        <balance>2208383.16000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-88410.51000000</valUSD>
        <pctVal>-0.00248396426</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2208383.16000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>166030000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-88410.51000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEW YORK MERCANTILE EXCHANGE</name>
        <lei>5493008GFNDTXFPHWI47</lei>
        <title>WTI CRUDE FUTURE  Aug20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CLQ0 COMDTY"/>
        </identifiers>
        <balance>-68.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-19810.00000000</valUSD>
        <pctVal>-0.00055657785</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>SOCIETE GENERALE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>NYMEX Light Sweet Crude Oil Fu</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-07-21</expDate>
            <notionalAmt>-2005910.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-19810.00000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03748596"/>
        </identifiers>
        <balance>6983720.04000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458729"/>
        <valUSD>19473.45000000</valUSD>
        <pctVal>0.000547122214</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-6983720.04000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>660000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>19473.45000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>88670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="75.77017538"/>
        <valUSD>29404.28000000</valUSD>
        <pctVal>0.000826136857</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-88670000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>1199653.65000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>29404.28000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03894211"/>
        </identifiers>
        <balance>779057.39000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3807.60000000</valUSD>
        <pctVal>-0.00010697757</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-779057.39000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3220000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-3807.60000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>766.89000000</valUSD>
        <pctVal>0.000021546390</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>398599.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>766.89000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03797514"/>
        </identifiers>
        <balance>4389856.93000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-362381.33000000</valUSD>
        <pctVal>-0.01018139444</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-4389856.93000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>315420000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-362381.33000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03868102"/>
        </identifiers>
        <balance>7699705.65000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015049"/>
        <valUSD>-19700.17000000</valUSD>
        <pctVal>-0.00055349209</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7699705.65000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>650000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-19700.17000000</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>CURRENCY CONTRACT - CAD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCAD__03765576"/>
        </identifiers>
        <balance>4805446.47000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-273331.60000000</valUSD>
        <pctVal>-0.00767947077</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-4805446.47000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6450000.00000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-273331.60000000</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>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__03780838"/>
        </identifiers>
        <balance>355417.67000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3672.72000000</valUSD>
        <pctVal>-0.00010318801</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-355417.67000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>428000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>-3672.72000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03797488"/>
        </identifiers>
        <balance>630000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-6468.32000000</valUSD>
        <pctVal>-0.00018173264</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-630000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6786321.57000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-6468.32000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385300"/>
        <valUSD>3920.29000000</valUSD>
        <pctVal>0.000110143695</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>407873.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>3920.29000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03780716"/>
        </identifiers>
        <balance>4456651.38000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15398524"/>
        <valUSD>57911.38000000</valUSD>
        <pctVal>0.001627066721</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-4456651.38000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>1030000.00000000</amtCurPur>
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            <unrealizedAppr>57911.38000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03780747"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-38495.86000000</valUSD>
        <pctVal>-0.00108157209</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7203913.20000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-38495.86000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03818016"/>
        </identifiers>
        <balance>2021517.23000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-160896.16000000</valUSD>
        <pctVal>-0.00452050680</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-2021517.23000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>9660000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-160896.16000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03809089"/>
        </identifiers>
        <balance>2099541.50000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-150319.42000000</valUSD>
        <pctVal>-0.00422334480</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2099541.50000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10120000.00000000</amtCurPur>
            <curPur>BRL</curPur>
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            <unrealizedAppr>-150319.42000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03727256"/>
        </identifiers>
        <balance>6943509.95000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458737"/>
        <valUSD>12554.82000000</valUSD>
        <pctVal>0.000352737748</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6943509.95000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>650000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>12554.82000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03801249"/>
        </identifiers>
        <balance>630000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-38332.01000000</valUSD>
        <pctVal>-0.00107696859</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-630000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6859809.81000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-38332.01000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>1605.39000000</valUSD>
        <pctVal>0.000045104721</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>399438.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>1605.39000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03874082"/>
        </identifiers>
        <balance>9200446.65000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015056"/>
        <valUSD>-8928.53000000</valUSD>
        <pctVal>-0.00025085421</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9200446.65000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>790000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-8928.53000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03765614"/>
        </identifiers>
        <balance>7078300.20000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015060"/>
        <valUSD>72415.59000000</valUSD>
        <pctVal>0.002034574147</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7078300.20000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>680000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>72415.59000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03765603"/>
        </identifiers>
        <balance>11641424.48000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015052"/>
        <valUSD>120887.22000000</valUSD>
        <pctVal>0.003396423513</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-11641424.48000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>1120000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>120887.22000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03849303"/>
        </identifiers>
        <balance>1952145.49000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>68742.73000000</valUSD>
        <pctVal>0.001931382196</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1952145.49000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>158270000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>68742.73000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03738037"/>
        </identifiers>
        <balance>6881426.64000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015053"/>
        <valUSD>69208.43000000</valUSD>
        <pctVal>0.001944466412</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6881426.64000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>660000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>69208.43000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>430000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="1.42385002"/>
        <valUSD>-67.85000000</valUSD>
        <pctVal>-0.00000190630</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-430000.00000000</amtCurSold>
            <curSold>SGD</curSold>
            <amtCurPur>301930.25000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-67.85000000</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>CURRENCY CONTRACT - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__03891928"/>
        </identifiers>
        <balance>948155.24000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5946.01000000</valUSD>
        <pctVal>0.000167057925</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-948155.24000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>103000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>5946.01000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03827806"/>
        </identifiers>
        <balance>630000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>513.30000000</valUSD>
        <pctVal>0.000014421575</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-630000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6855471.63000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>513.30000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__03891951"/>
        </identifiers>
        <balance>645089.94000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3328.38000000</valUSD>
        <pctVal>0.000093513508</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-645089.94000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>70000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>3328.38000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03844585"/>
        </identifiers>
        <balance>2146773.11000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2764.28000000</valUSD>
        <pctVal>0.000077664666</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2146773.11000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>11160000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>2764.28000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>27940000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="23.50704854"/>
        <valUSD>-37332.16000000</valUSD>
        <pctVal>-0.00104887701</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-27940000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>1151247.51000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-37332.16000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03756786"/>
        </identifiers>
        <balance>6925815.46000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015047"/>
        <valUSD>75959.36000000</valUSD>
        <pctVal>0.002134139211</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6925815.46000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>75959.36000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OSAKA EXCHANGE</name>
        <lei>N/A</lei>
        <title>JPN 10Y BOND(OSE) Jun20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="JBM0 COMDTY"/>
        </identifiers>
        <balance>69.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="107.95500000"/>
        <valUSD>498805.35000000</valUSD>
        <pctVal>0.014014336828</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>TSE Japanese 10 Year Bond Futu</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-06-15</expDate>
            <notionalAmt>95365182.51000000</notionalAmt>
            <curCd>JPY</curCd>
            <unrealizedAppr>498805.35000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__03765687"/>
        </identifiers>
        <balance>710986.51000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-19002.28000000</valUSD>
        <pctVal>-0.00053388431</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-710986.51000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>842000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>-19002.28000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96755000"/>
        <valUSD>1711.14000000</valUSD>
        <pctVal>0.000048075852</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-680000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>704517.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>1711.14000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03738028"/>
        </identifiers>
        <balance>16158037.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015050"/>
        <valUSD>162810.10000000</valUSD>
        <pctVal>0.004574280489</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-16158037.00000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>1550000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>162810.10000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03748610"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088130"/>
        <valUSD>-21073.39000000</valUSD>
        <pctVal>-0.00059207381</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-670000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7076609.68000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-21073.39000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03868096"/>
        </identifiers>
        <balance>35011083.75000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>394187.70000000</valUSD>
        <pctVal>0.011075019948</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-35011083.75000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>32250000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>394187.70000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96755000"/>
        <valUSD>8250.89000000</valUSD>
        <pctVal>0.000231815379</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-700000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>731727.71000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>8250.89000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03797442"/>
        </identifiers>
        <balance>630000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-46156.19000000</valUSD>
        <pctVal>-0.00129679521</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-630000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6777654.66000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-46156.19000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03765565"/>
        </identifiers>
        <balance>2299399.94000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-240389.66000000</valUSD>
        <pctVal>-0.00675394052</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2299399.94000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10690000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-240389.66000000</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>CURRENCY CONTRACT - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__03891948"/>
        </identifiers>
        <balance>691511.92000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3222.00000000</valUSD>
        <pctVal>0.000090524677</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-691511.92000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>75000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>3222.00000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03862930"/>
        </identifiers>
        <balance>622819.64000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-14169.27000000</valUSD>
        <pctVal>-0.00039809701</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-622819.64000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3160000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-14169.27000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>146280000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704823"/>
        <valUSD>-30441.12000000</valUSD>
        <pctVal>-0.00085526770</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-146280000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>1837351.44000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-30441.12000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03765569"/>
        </identifiers>
        <balance>677688.09000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-72889.94000000</valUSD>
        <pctVal>-0.00204790139</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-677688.09000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3140000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-72889.94000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1870000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80648350"/>
        <valUSD>-5836.22000000</valUSD>
        <pctVal>-0.00016397328</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1870000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>2312872.10000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-5836.22000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>2768.89000000</valUSD>
        <pctVal>0.000077794187</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>400601.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>2768.89000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80648350"/>
        <valUSD>-403.63000000</valUSD>
        <pctVal>-0.00001134030</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>805564.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-403.63000000</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>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__03809182"/>
        </identifiers>
        <balance>43271.20000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-535.83000000</valUSD>
        <pctVal>-0.00001505457</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-43271.20000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>52000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>-535.83000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__03887423"/>
        </identifiers>
        <balance>861040.76000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5172.28000000</valUSD>
        <pctVal>0.000145319359</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-861040.76000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1054000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>5172.28000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.68676701"/>
        <valUSD>5128.13000000</valUSD>
        <pctVal>0.000144078930</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>396409.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>5128.13000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEW YORK MERCANTILE EXCHANGE</name>
        <lei>5493008GFNDTXFPHWI47</lei>
        <title>NY Harb ULSD Fut  Jun20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="HOM0 COMDTY"/>
        </identifiers>
        <balance>-181.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>84533.40000000</valUSD>
        <pctVal>0.002375033749</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>NYMEX NY Harbor ULSD Futures</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-05-29</expDate>
            <notionalAmt>-7820328.60000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>84533.40000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03827787"/>
        </identifiers>
        <balance>620000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-1695.17000000</valUSD>
        <pctVal>-0.00004762716</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-620000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7129227.48000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-1695.17000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03809159"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-1519.34000000</valUSD>
        <pctVal>-0.00004268707</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6944075.52000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-1519.34000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - ILS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTILS__03894247"/>
        </identifiers>
        <balance>314447.75000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2164.50000000</valUSD>
        <pctVal>0.000060813365</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-314447.75000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1120000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>2164.50000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__03809180"/>
        </identifiers>
        <balance>358408.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5019.38000000</valUSD>
        <pctVal>-0.00014102351</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-358408.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>430000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>-5019.38000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>400000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91136850"/>
        <valUSD>3839.60000000</valUSD>
        <pctVal>0.000107876645</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-400000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>442740.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>3839.60000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>78440000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.68695461"/>
        <valUSD>617465.72000000</valUSD>
        <pctVal>0.017348195202</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-78440000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>47115456.64000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>617465.72000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>434260000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="23.50704854"/>
        <valUSD>-623106.63000000</valUSD>
        <pctVal>-0.01750668109</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>850000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80648350"/>
        <valUSD>-4378.33000000</valUSD>
        <pctVal>-0.00012301269</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-850000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>1049580.00000000</amtCurPur>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>21840000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80624572"/>
        <valUSD>36720.59000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-21840000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>27125236.32000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>36720.59000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03818044"/>
        </identifiers>
        <balance>620000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-17743.19000000</valUSD>
        <pctVal>-0.00049850917</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-620000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6960720.78000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-17743.19000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03801339"/>
        </identifiers>
        <balance>2052191.20000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-167671.75000000</valUSD>
        <pctVal>-0.00471087244</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2052191.20000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>147590000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-167671.75000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03840409"/>
        </identifiers>
        <balance>1315218.96000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1686.19000000</valUSD>
        <pctVal>-0.00004737486</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1315218.96000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>13010000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-1686.19000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03797445"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-44045.87000000</valUSD>
        <pctVal>-0.00123750408</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6915088.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-44045.87000000</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>CURRENCY CONTRACT - CHF</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCHF__03801246"/>
        </identifiers>
        <balance>12692412.71000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-384119.50000000</valUSD>
        <pctVal>-0.01079214578</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-12692412.71000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>11900000.00000000</amtCurPur>
            <curPur>CHF</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-384119.50000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03874030"/>
        </identifiers>
        <balance>963685.17000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15398531"/>
        <valUSD>-1444.56000000</valUSD>
        <pctVal>-0.00004058607</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-963685.17000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>210000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-1444.56000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>225290000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704802"/>
        <valUSD>492625.19000000</valUSD>
        <pctVal>0.013840700270</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-225290000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>3369265.79000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>492625.19000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>2134000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1216.79073599"/>
        <valUSD>-27954.70000000</valUSD>
        <pctVal>-0.00078540974</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2134000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>1725839.06000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>-27954.70000000</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>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__03780830"/>
        </identifiers>
        <balance>313748.34000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3916.92000000</valUSD>
        <pctVal>-0.00011004901</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-313748.34000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>377000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>-3916.92000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03780759"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-41439.92000000</valUSD>
        <pctVal>-0.00116428782</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7173000.12000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-41439.92000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EUREX DEUTSCHLAND</name>
        <lei>529900UT4DG0LG5R9O07</lei>
        <title>EURO-BUND FUTURE  Jun20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000C4E97A8"/>
        </identifiers>
        <balance>872.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91136850"/>
        <valUSD>2478787.94000000</valUSD>
        <pctVal>0.069643537539</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Eurex 10 Year Euro BUND Future</issueTitle>
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                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-06-08</expDate>
            <notionalAmt>161992511.00000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>2478787.94000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03775641"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088130"/>
        <valUSD>-69114.87000000</valUSD>
        <pctVal>-0.00194183776</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-670000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6997683.68000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-69114.87000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__03854176"/>
        </identifiers>
        <balance>350017.13000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-803.21000000</valUSD>
        <pctVal>-0.00002256682</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-350017.13000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>26460000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-803.21000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385300"/>
        <valUSD>1491.49000000</valUSD>
        <pctVal>0.000041904609</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>405444.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>1491.49000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03818060"/>
        </identifiers>
        <balance>3550000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-127285.26000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
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          <ticker value="USD"/>
        </identifiers>
        <balance>69800000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="75.77017534"/>
        <valUSD>19733.69000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <ticker value="USD"/>
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        <balance>3230000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.19181481"/>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03894230"/>
        </identifiers>
        <balance>656752.55000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>11414.63000000</valUSD>
        <pctVal>0.000320703195</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-656752.55000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6620000.00000000</amtCurPur>
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          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>1100000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80648350"/>
        <valUSD>405.93000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurPur>1364352.00000000</amtCurPur>
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            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>405.93000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03801278"/>
        </identifiers>
        <balance>1400000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-87494.20000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-1400000.00000000</amtCurSold>
            <curSold>EUR</curSold>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03780810"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-42355.81000000</valUSD>
        <pctVal>-0.00119002049</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6932833.92000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-42355.81000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03797393"/>
        </identifiers>
        <balance>1947951.45000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15398527"/>
        <valUSD>25091.47000000</valUSD>
        <pctVal>0.000704964997</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1947951.45000000</amtCurSold>
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            <amtCurPur>450000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>25091.47000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03797387"/>
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        <balance>1818575.64000000</balance>
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        <currencyConditional curCd="PLN" exchangeRt="4.15398522"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1818575.64000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>420000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>23301.32000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>3100.39000000</valUSD>
        <pctVal>0.000087107946</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>400933.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>3100.39000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03892006"/>
        </identifiers>
        <balance>813918.60000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1952.86000000</valUSD>
        <pctVal>-0.00005486716</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-813918.60000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>740000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-1952.86000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03818065"/>
        </identifiers>
        <balance>590000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088130"/>
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        <pctVal>-0.00070891554</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-590000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6536262.49000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96755000"/>
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        <pctVal>0.000160791437</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>687858.26000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>5722.97000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03891989"/>
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        <balance>809352.80000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2612.94000000</valUSD>
        <pctVal>0.000073412647</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-809352.80000000</amtCurSold>
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            <amtCurPur>740000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-02</settlementDt>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>LONDON METAL EXCHANGE</name>
        <lei>213800NB8G5VRT1DXC91</lei>
        <title>LME LEAD FUTURE   Jun20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00FVN2QY14"/>
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        <balance>-32.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-46963.75000000</valUSD>
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        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
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                <issuerName>N/A</issuerName>
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                  <isin value="N/A"/>
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            </descRefInstrmnt>
            <expDate>2020-06-15</expDate>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03894193"/>
        </identifiers>
        <balance>698067.63000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2268.91000000</valUSD>
        <pctVal>-0.00006374684</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-698067.63000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2890000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-2268.91000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03827807"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>44.32000000</valUSD>
        <pctVal>0.000001245205</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6959562.88000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>44.32000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03809107"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-24676.76000000</valUSD>
        <pctVal>-0.00069331338</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7118466.56000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-24676.76000000</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>CURRENCY CONTRACT - AUD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTAUD__03817982"/>
        </identifiers>
        <balance>44311522.89000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-172920.85000000</valUSD>
        <pctVal>-0.00485835012</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-44311522.89000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>72110000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-172920.85000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03765606"/>
        </identifiers>
        <balance>11221539.12000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015053"/>
        <valUSD>116962.21000000</valUSD>
        <pctVal>0.003286147205</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-11221539.12000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>1080000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>116962.21000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03809126"/>
        </identifiers>
        <balance>2510000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-39750.40000000</valUSD>
        <pctVal>-0.00111681940</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2510000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>28516546.74000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-39750.40000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03797471"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-7975.49000000</valUSD>
        <pctVal>-0.00022407779</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6880129.92000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-7975.49000000</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>CURRENCY CONTRACT - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__03891937"/>
        </identifiers>
        <balance>738238.93000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2810.58000000</valUSD>
        <pctVal>0.000078965501</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-738238.93000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>80000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>2810.58000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.68676700"/>
        <valUSD>5778.43000000</valUSD>
        <pctVal>0.000162349630</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>391131.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>5778.43000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03858402"/>
        </identifiers>
        <balance>6810081.48000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458736"/>
        <valUSD>-17887.32000000</valUSD>
        <pctVal>-0.00050255861</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6810081.48000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>610000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-17887.32000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>14660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="23.45925014"/>
        <valUSD>-21633.64000000</valUSD>
        <pctVal>-0.00060781448</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-14660000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>603279.77000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-21633.64000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1020000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91136850"/>
        <valUSD>7526.58000000</valUSD>
        <pctVal>0.000211465308</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1020000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>1126722.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>7526.58000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385300"/>
        <valUSD>2032.69000000</valUSD>
        <pctVal>0.000057110057</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>405985.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>2032.69000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>2050000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80648350"/>
        <valUSD>6045.51000000</valUSD>
        <pctVal>0.000169853457</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2050000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>2547945.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>6045.51000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>2458000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="COP" exchangeRt="4063.91731803"/>
        <valUSD>88823.44000000</valUSD>
        <pctVal>0.002495565868</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2458000000.00000000</amtCurSold>
            <curSold>COP</curSold>
            <amtCurPur>693658.58000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>88823.44000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03888108"/>
        </identifiers>
        <balance>693991.40000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4989.65000000</valUSD>
        <pctVal>0.000140188223</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-693991.40000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7340000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>4989.65000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03809097"/>
        </identifiers>
        <balance>1240000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-48991.09000000</valUSD>
        <pctVal>-0.00137644401</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1240000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>13779640.12000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-48991.09000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>630000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96755000"/>
        <valUSD>3382.31000000</valUSD>
        <pctVal>0.000095028715</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-630000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>654511.45000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>3382.31000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03727214"/>
        </identifiers>
        <balance>7145486.35000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458734"/>
        <valUSD>14119.37000000</valUSD>
        <pctVal>0.000396695037</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7145486.35000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>14119.37000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>5950000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15350001"/>
        <valUSD>3318.68000000</valUSD>
        <pctVal>0.000093240979</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-5950000.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>1435845.46000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>3318.68000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1080000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385300"/>
        <valUSD>1479.42000000</valUSD>
        <pctVal>0.000041565492</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1080000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>662493.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>1479.42000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03844579"/>
        </identifiers>
        <balance>2112345.33000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-41778.40000000</valUSD>
        <pctVal>-0.00117379769</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2112345.33000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10750000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-41778.40000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385300"/>
        <valUSD>1531.09000000</valUSD>
        <pctVal>0.000043017202</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>405484.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>1531.09000000</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>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__03887424"/>
        </identifiers>
        <balance>1056804.25000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5827.11000000</valUSD>
        <pctVal>0.000163717334</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1056804.25000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1293000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>5827.11000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>405000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1216.79073876"/>
        <valUSD>6905.23000000</valUSD>
        <pctVal>0.000194007981</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-405000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>339748.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>6905.23000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03797456"/>
        </identifiers>
        <balance>600000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088132"/>
        <valUSD>-38984.12000000</valUSD>
        <pctVal>-0.00109529015</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-600000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6507138.60000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-38984.12000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03748586"/>
        </identifiers>
        <balance>7038592.28000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015056"/>
        <valUSD>76197.24000000</valUSD>
        <pctVal>0.002140822641</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7038592.28000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>680000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>76197.24000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03849278"/>
        </identifiers>
        <balance>4803064.67000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>395908.42000000</valUSD>
        <pctVal>0.011123364958</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-4803064.67000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>54590000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>395908.42000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>21660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.19181479"/>
        <valUSD>459420.28000000</valUSD>
        <pctVal>0.012907781662</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-21660000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>4631371.88000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>459420.28000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03756869"/>
        </identifiers>
        <balance>848981.46000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-130363.98000000</valUSD>
        <pctVal>-0.00366268069</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-848981.46000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>56280000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-130363.98000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>2374000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1216.79073627"/>
        <valUSD>-4334.45000000</valUSD>
        <pctVal>-0.00012177985</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2374000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>1946699.47000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>-4334.45000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>5420000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50100000"/>
        <valUSD>-1116.27000000</valUSD>
        <pctVal>-0.00003136250</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-5420000.00000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>515025.05000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-1116.27000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>2833.89000000</valUSD>
        <pctVal>0.000079620415</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>400666.50000000</amtCurPur>
            <curPur>USD</curPur>
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            <unrealizedAppr>2833.89000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>820000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80648350"/>
        <valUSD>-2846.20000000</valUSD>
        <pctVal>-0.00007996627</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-820000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>1013913.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-2846.20000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03874111"/>
        </identifiers>
        <balance>2507535.19000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-13314.52000000</valUSD>
        <pctVal>-0.00037408213</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2507535.19000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>195340000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-13314.52000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03797526"/>
        </identifiers>
        <balance>2149017.67000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-176777.86000000</valUSD>
        <pctVal>-0.00496671592</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2149017.67000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>154460000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-176777.86000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03727221"/>
        </identifiers>
        <balance>7142164.49000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458739"/>
        <valUSD>14454.76000000</valUSD>
        <pctVal>0.000406118088</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7142164.49000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>14454.76000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03849312"/>
        </identifiers>
        <balance>1929739.34000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>63824.05000000</valUSD>
        <pctVal>0.001793187932</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1929739.34000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>156130000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>63824.05000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03765594"/>
        </identifiers>
        <balance>12240235.58000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015053"/>
        <valUSD>129728.68000000</valUSD>
        <pctVal>0.003644831431</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-12240235.58000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>1180000.00000000</amtCurPur>
            <curPur>EUR</curPur>
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            <unrealizedAppr>129728.68000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91136850"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>706035.20000000</amtCurPur>
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            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>3794.56000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03748591"/>
        </identifiers>
        <balance>7015226.46000000</balance>
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        <currencyConditional curCd="SEK" exchangeRt="9.90458733"/>
        <valUSD>16292.46000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7015226.46000000</amtCurSold>
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            <amtCurPur>660000.00000000</amtCurPur>
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            <settlementDt>2020-04-15</settlementDt>
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          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>6020000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="23.45925041"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-6020000.00000000</amtCurSold>
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            <unrealizedAppr>-4147.13000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03809146"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-5873.71000000</valUSD>
        <pctVal>-0.00016502659</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6900947.20000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-5873.71000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96755001"/>
        <valUSD>7830.52000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>669295.04000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>7830.52000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03840368"/>
        </identifiers>
        <balance>924309.74000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-26743.05000000</valUSD>
        <pctVal>-0.00075136746</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-924309.74000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>4660000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-26743.05000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>14160000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="1.42354008"/>
        <valUSD>93690.17000000</valUSD>
        <pctVal>0.002632300555</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-14160000.00000000</amtCurSold>
            <curSold>SGD</curSold>
            <amtCurPur>10040723.07000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>93690.17000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03801342"/>
        </identifiers>
        <balance>2278311.15000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-188472.42000000</valUSD>
        <pctVal>-0.00529528397</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2278311.15000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>163670000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-188472.42000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>9700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="23.45925025"/>
        <valUSD>-9048.35000000</valUSD>
        <pctVal>-0.00025422065</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9700000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>404434.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-9048.35000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03840370"/>
        </identifiers>
        <balance>1888585.34000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-51077.57000000</valUSD>
        <pctVal>-0.00143506534</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1888585.34000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>9540000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-51077.57000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>90000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="1.42384990"/>
        <valUSD>-36.83000000</valUSD>
        <pctVal>-0.00000103476</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-90000.00000000</amtCurSold>
            <curSold>SGD</curSold>
            <amtCurPur>63172.08000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-36.83000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>810000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80648350"/>
        <valUSD>-4512.49000000</valUSD>
        <pctVal>-0.00012678202</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-810000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>999847.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-4512.49000000</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>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03862904"/>
        </identifiers>
        <balance>390000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>1990.06000000</valUSD>
        <pctVal>0.000055912333</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-390000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>1786823.61000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>1990.06000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03879818"/>
        </identifiers>
        <balance>1906545.90000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15398528"/>
        <valUSD>2124.01000000</valUSD>
        <pctVal>0.000059675766</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1906545.90000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>420000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>2124.01000000</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>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__03780835"/>
        </identifiers>
        <balance>61453.63000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-637.91000000</valUSD>
        <pctVal>-0.00001792259</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-61453.63000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>74000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>-637.91000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03765698"/>
        </identifiers>
        <balance>20648520.34000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-970769.66000000</valUSD>
        <pctVal>-0.02727455308</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-20648520.34000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>194900000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-970769.66000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03727257"/>
        </identifiers>
        <balance>6842011.52000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458740"/>
        <valUSD>11824.06000000</valUSD>
        <pctVal>0.000332206459</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6842011.52000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>640000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>11824.06000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03727227"/>
        </identifiers>
        <balance>7156782.55000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458736"/>
        <valUSD>12978.87000000</valUSD>
        <pctVal>0.000364651774</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7156782.55000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>12978.87000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03738033"/>
        </identifiers>
        <balance>6881987.64000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015050"/>
        <valUSD>69155.00000000</valUSD>
        <pctVal>0.001942965253</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6881987.64000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>660000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>69155.00000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03756758"/>
        </identifiers>
        <balance>520000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088132"/>
        <valUSD>-32026.97000000</valUSD>
        <pctVal>-0.00089982343</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-520000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>2238369.64000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-32026.97000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.42334999"/>
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        <pctVal>0.000119710035</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1000000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>706828.67000000</amtCurPur>
            <curPur>USD</curPur>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__03801410"/>
        </identifiers>
        <balance>1084567.43000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-24674.79000000</valUSD>
        <pctVal>-0.00069325803</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1084567.43000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>903000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
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          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03738066"/>
        </identifiers>
        <balance>11609499.53000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458735"/>
        <valUSD>24509.69000000</valUSD>
        <pctVal>0.000688619420</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-11609499.53000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1090000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>24509.69000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>405000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1216.79073876"/>
        <valUSD>6933.73000000</valUSD>
        <pctVal>0.000194808711</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-405000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>339776.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>6933.73000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EUREX DEUTSCHLAND</name>
        <lei>529900UT4DG0LG5R9O07</lei>
        <title>EURO-BOBL FUTURE  Jun20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000C4E97B6"/>
        </identifiers>
        <balance>4887.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91136850"/>
        <valUSD>3103285.34000000</valUSD>
        <pctVal>0.087189293437</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Eurex 5 Year Euro BOBL Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-06-08</expDate>
            <notionalAmt>716478701.99000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>3103285.34000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - MXN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTMXN__03780841"/>
        </identifiers>
        <balance>861055.30000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-79587.56000000</valUSD>
        <pctVal>-0.00223607640</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-861055.30000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>18370000.00000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-79587.56000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03879845"/>
        </identifiers>
        <balance>2129566.71000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15398525"/>
        <valUSD>3327.50000000</valUSD>
        <pctVal>0.000093488784</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2129566.71000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>470000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>3327.50000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CME GLOBEX</name>
        <lei>N/A</lei>
        <title>90DAY EURO$ FUTR  Jun21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="EDM1 COMDTY"/>
        </identifiers>
        <balance>2387.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>818262.50000000</valUSD>
        <pctVal>0.022989741968</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>CME 3 Month Eurodollar Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-06-14</expDate>
            <notionalAmt>594201162.50000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>818262.50000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__03738189"/>
        </identifiers>
        <balance>1024070.56000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-42818.90000000</valUSD>
        <pctVal>-0.00120303137</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1024070.56000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>836000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-42818.90000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385300"/>
        <valUSD>2468.29000000</valUSD>
        <pctVal>0.000069348589</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>406421.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>2468.29000000</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>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__03801395"/>
        </identifiers>
        <balance>937286.29000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-14759.72000000</valUSD>
        <pctVal>-0.00041468618</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-937286.29000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>69900000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-14759.72000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>525000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="COP" exchangeRt="4063.91729116"/>
        <valUSD>1890.62000000</valUSD>
        <pctVal>0.000053118486</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-525000000.00000000</amtCurSold>
            <curSold>COP</curSold>
            <amtCurPur>131076.32000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>1890.62000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03818055"/>
        </identifiers>
        <balance>620000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-19866.69000000</valUSD>
        <pctVal>-0.00055817060</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-620000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6938423.72000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-19866.69000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ishares Inc</name>
        <lei>549300MGJZCNMJLBAJ67</lei>
        <title>ISHARES MSCI BELGIUM ETF</title>
        <cusip>464286301</cusip>
        <identifiers>
          <isin value="US4642863017"/>
        </identifiers>
        <balance>40406.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>585078.88000000</valUSD>
        <pctVal>0.016438260927</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>880000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80648350"/>
        <valUSD>-2095.26000000</valUSD>
        <pctVal>-0.00005886801</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-880000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>1089061.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-2095.26000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>810000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.68676699"/>
        <valUSD>1717.11000000</valUSD>
        <pctVal>0.000048243584</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            </counterparties>
            <amtCurSold>-810000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>481925.70000000</amtCurPur>
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            <unrealizedAppr>1717.11000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>8682000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="107.88018352"/>
        <valUSD>-2484343.92000000</valUSD>
        <pctVal>-0.06979963725</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8682000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>77993828.41000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-2484343.92000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>11440000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15398526"/>
        <valUSD>9276.48000000</valUSD>
        <pctVal>0.000260630154</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-11440000.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>2763258.33000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>9276.48000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03809156"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-2184.05000000</valUSD>
        <pctVal>-0.00006136263</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7046228.15000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-2184.05000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - CAD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCAD__03775636"/>
        </identifiers>
        <balance>8019849.87000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-459298.56000000</valUSD>
        <pctVal>-0.01290436184</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8019849.87000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10760000.00000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-459298.56000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03894205"/>
        </identifiers>
        <balance>736869.99000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-141.93000000</valUSD>
        <pctVal>-0.00000398763</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-736869.99000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3060000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-141.93000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>102510000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="17.89720830"/>
        <valUSD>623948.72000000</valUSD>
        <pctVal>0.017530340293</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-102510000.00000000</amtCurSold>
            <curSold>ZAR</curSold>
            <amtCurPur>6351657.66000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>623948.72000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03738027"/>
        </identifiers>
        <balance>9687572.85000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015052"/>
        <valUSD>98376.46000000</valUSD>
        <pctVal>0.002763965635</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9687572.85000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>930000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>98376.46000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>14650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="23.45925010"/>
        <valUSD>-21311.10000000</valUSD>
        <pctVal>-0.00059875246</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-14650000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>603176.04000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-21311.10000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03780760"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088130"/>
        <valUSD>-41757.76000000</valUSD>
        <pctVal>-0.00117321779</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-670000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7284937.47000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-41757.76000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>6861000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="107.88018353"/>
        <valUSD>3673824.06000000</valUSD>
        <pctVal>0.103219036895</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6861000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>67272158.58000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>3673824.06000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__03892015"/>
        </identifiers>
        <balance>384774.40000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5350.33000000</valUSD>
        <pctVal>-0.00015032181</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-384774.40000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>640000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-5350.33000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>10700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.19181480"/>
        <valUSD>65184.30000000</valUSD>
        <pctVal>0.001831405248</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-10700000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>2126120.68000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>65184.30000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03868111"/>
        </identifiers>
        <balance>7734974.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015053"/>
        <valUSD>-23059.01000000</valUSD>
        <pctVal>-0.00064786140</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-7734974.00000000</amtCurSold>
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            <amtCurPur>650000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-23059.01000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__03801408"/>
        </identifiers>
        <balance>1248179.71000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-26458.90000000</valUSD>
        <pctVal>-0.00074338404</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1248179.71000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>92570000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-26458.90000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03797498"/>
        </identifiers>
        <balance>2810174.31000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-239149.30000000</valUSD>
        <pctVal>-0.00671909161</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2810174.31000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10680000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-239149.30000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>12500000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15398526"/>
        <valUSD>-69170.47000000</valUSD>
        <pctVal>-0.00194339989</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-12500000.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>2939988.02000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-69170.47000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>630000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96755000"/>
        <valUSD>2370.71000000</valUSD>
        <pctVal>0.000066607001</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-630000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>653499.85000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>2370.71000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>162180000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704824"/>
        <valUSD>-23709.14000000</valUSD>
        <pctVal>-0.00066612732</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-162180000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>2047104.35000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-23709.14000000</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>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03775681"/>
        </identifiers>
        <balance>9970165.99000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-870470.72000000</valUSD>
        <pctVal>-0.02445657383</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9970165.99000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>37800000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-870470.72000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03858407"/>
        </identifiers>
        <balance>7596588.04000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458738"/>
        <valUSD>-20446.98000000</valUSD>
        <pctVal>-0.00057447432</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7596588.04000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>680000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-20446.98000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>73150000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80624572"/>
        <valUSD>-179265.35000000</valUSD>
        <pctVal>-0.00503660395</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-73150000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>90549897.90000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-179265.35000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Vaneck Vectors Etf Trust</name>
        <lei>549300ZLFKNTXC51ZN76</lei>
        <title>VANECK RUSSIA ETF</title>
        <cusip>92189F403</cusip>
        <identifiers>
          <isin value="US92189F4037"/>
        </identifiers>
        <balance>624497.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>10416609.96000000</valUSD>
        <pctVal>0.292663020935</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>137740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704795"/>
        <valUSD>66833.65000000</valUSD>
        <pctVal>0.001877745061</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-137740000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>1825582.27000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>66833.65000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.68676700"/>
        <valUSD>5784.93000000</valUSD>
        <pctVal>0.000162532253</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>391137.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>5784.93000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03775656"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088130"/>
        <valUSD>-65775.38000000</valUSD>
        <pctVal>-0.00184801211</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-670000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7032748.80000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-65775.38000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03817987"/>
        </identifiers>
        <balance>863054.37000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-82980.32000000</valUSD>
        <pctVal>-0.00233139872</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-863054.37000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>4050000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-82980.32000000</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>CURRENCY CONTRACT - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__03801409"/>
        </identifiers>
        <balance>120219.76000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2845.16000000</valUSD>
        <pctVal>-0.00007993705</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-120219.76000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>100000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-2845.16000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03844638"/>
        </identifiers>
        <balance>847778.10000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>13847.84000000</valUSD>
        <pctVal>0.000389066184</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-847778.10000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>67480000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>13847.84000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03797397"/>
        </identifiers>
        <balance>1511338.24000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-147653.23000000</valUSD>
        <pctVal>-0.00414843605</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1511338.24000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7080000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-147653.23000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03738059"/>
        </identifiers>
        <balance>7414411.20000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458727"/>
        <valUSD>19902.95000000</valUSD>
        <pctVal>0.000559189361</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7414411.20000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>700000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>19902.95000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385300"/>
        <valUSD>1273.69000000</valUSD>
        <pctVal>0.000035785343</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>405226.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>1273.69000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1310000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.42335000"/>
        <valUSD>1573.97000000</valUSD>
        <pctVal>0.000044221950</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1310000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>921937.90000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>1573.97000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LONDON METAL EXCHANGE</name>
        <lei>213800NB8G5VRT1DXC91</lei>
        <title>LME PRI ALUM FUTR Jun20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00DV8PQH05"/>
        </identifiers>
        <balance>-338.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>261323.75000000</valUSD>
        <pctVal>0.007342100588</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>LME Primary Aluminum Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-06-15</expDate>
            <notionalAmt>-13126448.75000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>261323.75000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03862951"/>
        </identifiers>
        <balance>7079509.12000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458734"/>
        <valUSD>-12154.49000000</valUSD>
        <pctVal>-0.00034149015</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7079509.12000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>640000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-12154.49000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>189240000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="17.89720831"/>
        <valUSD>132083.10000000</valUSD>
        <pctVal>0.003710980751</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-189240000.00000000</amtCurSold>
            <curSold>ZAR</curSold>
            <amtCurPur>10705799.22000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>132083.10000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03780777"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088130"/>
        <valUSD>-41163.64000000</valUSD>
        <pctVal>-0.00115652551</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-670000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7291175.84000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-41163.64000000</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>CURRENCY CONTRACT - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__03892017"/>
        </identifiers>
        <balance>391059.50000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5706.93000000</valUSD>
        <pctVal>-0.00016034078</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-391059.50000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>650000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-5706.93000000</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>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__03887431"/>
        </identifiers>
        <balance>1057236.30000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5395.06000000</valUSD>
        <pctVal>0.000151578542</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1057236.30000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1293000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>5395.06000000</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>CURRENCY CONTRACT - CHF</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCHF__03748563"/>
        </identifiers>
        <balance>38959135.82000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-462104.44000000</valUSD>
        <pctVal>-0.01298319529</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-38959135.82000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>37220000.00000000</amtCurPur>
            <curPur>CHF</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-462104.44000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03818015"/>
        </identifiers>
        <balance>1814597.80000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-140809.28000000</valUSD>
        <pctVal>-0.00395614978</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1814597.80000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8690000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-140809.28000000</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>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__03809225"/>
        </identifiers>
        <balance>1139976.67000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-9980.61000000</valUSD>
        <pctVal>-0.00028041325</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1139976.67000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>85620000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-9980.61000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03765618"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088130"/>
        <valUSD>-21407.69000000</valUSD>
        <pctVal>-0.00060146624</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-670000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7073298.54000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-21407.69000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>630000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96755000"/>
        <valUSD>410.77000000</valUSD>
        <pctVal>0.000011540912</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-630000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>651539.91000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>410.77000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03809209"/>
        </identifiers>
        <balance>2135464.67000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-85464.01000000</valUSD>
        <pctVal>-0.00240117998</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2135464.67000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>160550000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-85464.01000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>222700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704815"/>
        <valUSD>-11641.71000000</valUSD>
        <pctVal>-0.00032708319</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-222700000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>2831928.18000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-11641.71000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03727217"/>
        </identifiers>
        <balance>7138176.65000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458731"/>
        <valUSD>14857.38000000</valUSD>
        <pctVal>0.000417430020</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7138176.65000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>14857.38000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03801282"/>
        </identifiers>
        <balance>620000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-9287.62000000</valUSD>
        <pctVal>-0.00026094314</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-620000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6649661.20000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-9287.62000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385300"/>
        <valUSD>1603.69000000</valUSD>
        <pctVal>0.000045056958</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>405556.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>1603.69000000</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>CURRENCY CONTRACT - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__03879881"/>
        </identifiers>
        <balance>56061.17000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-895.11000000</valUSD>
        <pctVal>-0.00002514883</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-56061.17000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>47000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-895.11000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03854140"/>
        </identifiers>
        <balance>850000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>21228.90000000</valUSD>
        <pctVal>0.000596442991</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-850000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>10021250.10000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>21228.90000000</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>CURRENCY CONTRACT - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__03891933"/>
        </identifiers>
        <balance>773879.72000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4222.27000000</valUSD>
        <pctVal>0.000118628065</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-773879.72000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>84000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>4222.27000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>800000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91136850"/>
        <valUSD>8439.20000000</valUSD>
        <pctVal>0.000237106100</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-800000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>886240.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>8439.20000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03892011"/>
        </identifiers>
        <balance>582878.10000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1335.07000000</valUSD>
        <pctVal>-0.00003750986</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-582878.10000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>530000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-1335.07000000</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>CURRENCY CONTRACT - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__03849273"/>
        </identifiers>
        <balance>8020612.97000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>136584.87000000</valUSD>
        <pctVal>0.003837461594</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8020612.97000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>880000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>136584.87000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03874035"/>
        </identifiers>
        <balance>2064921.75000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15398530"/>
        <valUSD>-3067.10000000</valUSD>
        <pctVal>-0.00008617263</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2064921.75000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>450000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-3067.10000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03854147"/>
        </identifiers>
        <balance>6632766.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458737"/>
        <valUSD>-10963.34000000</valUSD>
        <pctVal>-0.00030802384</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6632766.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>600000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-10963.34000000</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>CURRENCY CONTRACT - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__03765696"/>
        </identifiers>
        <balance>11183597.58000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-667606.26000000</valUSD>
        <pctVal>-0.01875693393</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-11183597.58000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>17740000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-667606.26000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03801289"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-9184.52000000</valUSD>
        <pctVal>-0.00025804646</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6976891.35000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-9184.52000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ishares Inc</name>
        <lei>549300MGJZCNMJLBAJ67</lei>
        <title>ISHARES MSCI NETHERLANDS</title>
        <cusip>464286814</cusip>
        <identifiers>
          <isin value="US4642868149"/>
        </identifiers>
        <balance>80226.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2085073.74000000</valUSD>
        <pctVal>0.058581820953</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1000000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="851.97308447"/>
        <valUSD>29362.83000000</valUSD>
        <pctVal>0.000824972285</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1000000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>1203108.83000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>29362.83000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03858414"/>
        </identifiers>
        <balance>6866916.64000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458730"/>
        <valUSD>-12647.21000000</valUSD>
        <pctVal>-0.00035533352</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6866916.64000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>620000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-12647.21000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SINGAPORE EXCHANGE DERIVATIVES CLEARING LIMITED</name>
        <lei>N/A</lei>
        <title>SGX Nifty 50      Apr20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="IHJ0 INDEX"/>
        </identifiers>
        <balance>130.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>33210.00000000</valUSD>
        <pctVal>0.000933061616</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>SGX Nifty 50 Index</indexName>
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            </descRefInstrmnt>
            <expDate>2020-04-30</expDate>
            <notionalAmt>2195120.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>33210.00000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CME GLOBEX</name>
        <lei>N/A</lei>
        <title>NASDAQ 100 E-MINI Jun20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="NQM0 INDEX"/>
        </identifiers>
        <balance>357.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1273413.00000000</valUSD>
        <pctVal>0.035777560733</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>CME E-Mini NASDAQ 100 Index Fu</indexName>
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              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2020-06-19</expDate>
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            <curCd>USD</curCd>
            <unrealizedAppr>1273413.00000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03849304"/>
        </identifiers>
        <balance>1764385.73000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>65228.68000000</valUSD>
        <pctVal>0.001832652140</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1764385.73000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>143290000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>65228.68000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03727218"/>
        </identifiers>
        <balance>7140364.87000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458731"/>
        <valUSD>14636.45000000</valUSD>
        <pctVal>0.000411222815</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-7140364.87000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>14636.45000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03809142"/>
        </identifiers>
        <balance>620000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-13956.41000000</valUSD>
        <pctVal>-0.00039211654</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-620000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7000482.62000000</amtCurPur>
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            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-13956.41000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03809137"/>
        </identifiers>
        <balance>610000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-11712.00000000</valUSD>
        <pctVal>-0.00032905804</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-610000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6908774.60000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-11712.00000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03727250"/>
        </identifiers>
        <balance>22022133.36000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458734"/>
        <valUSD>38118.37000000</valUSD>
        <pctVal>0.001070966212</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-22022133.36000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>2060000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>38118.37000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03797444"/>
        </identifiers>
        <balance>630000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-45006.79000000</valUSD>
        <pctVal>-0.00126450190</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-630000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6789723.57000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-45006.79000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03879827"/>
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        <balance>2944033.30000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15398528"/>
        <valUSD>4869.60000000</valUSD>
        <pctVal>0.000136815322</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <curSold>PLN</curSold>
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            <unrealizedAppr>4869.60000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>18990000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704869"/>
        <valUSD>-2940.93000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-18990000.00000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>63580000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="17.89720830"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTBRL__03817996"/>
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        <balance>4165143.71000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <curSold>USD</curSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
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        <identifiers>
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        <balance>7156607.01000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
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            <curSold>SEK</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>12996.59000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03893904"/>
        </identifiers>
        <balance>1745623.68000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458726"/>
        <valUSD>-589.90000000</valUSD>
        <pctVal>-0.00001657371</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1745623.68000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>160000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-589.90000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>830000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80648350"/>
        <valUSD>-631.61000000</valUSD>
        <pctVal>-0.00001774559</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-830000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>1028527.70000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-631.61000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03797508"/>
        </identifiers>
        <balance>2126842.56000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-189078.00000000</valUSD>
        <pctVal>-0.00531229823</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2126842.56000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>151760000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-189078.00000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>820000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80648350"/>
        <valUSD>278.00000000</valUSD>
        <pctVal>0.000007810633</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-820000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>1017037.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>278.00000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03727242"/>
        </identifiers>
        <balance>7155784.92000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458731"/>
        <valUSD>13079.59000000</valUSD>
        <pctVal>0.000367481583</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7155784.92000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>13079.59000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03879851"/>
        </identifiers>
        <balance>2017370.71000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-48887.55000000</valUSD>
        <pctVal>-0.00137353497</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2017370.71000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10220000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-48887.55000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>620000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.68676699"/>
        <valUSD>5059.13000000</valUSD>
        <pctVal>0.000142140319</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-620000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>372626.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>5059.13000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03818095"/>
        </identifiers>
        <balance>600000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088132"/>
        <valUSD>-2252.05000000</valUSD>
        <pctVal>-0.00006327315</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-600000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6501873.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-2252.05000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03809206"/>
        </identifiers>
        <balance>1770898.67000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-62075.33000000</valUSD>
        <pctVal>-0.00174405624</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1770898.67000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>133830000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-62075.33000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03840363"/>
        </identifiers>
        <balance>2110731.39000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-63277.77000000</valUSD>
        <pctVal>-0.00177783975</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2110731.39000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10630000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-63277.77000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03818085"/>
        </identifiers>
        <balance>620000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-162.38000000</valUSD>
        <pctVal>-0.00000456219</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-620000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6740042.94000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-162.38000000</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>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__03894303"/>
        </identifiers>
        <balance>535380.10000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2201.18000000</valUSD>
        <pctVal>-0.00006184391</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-535380.10000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>430000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-2201.18000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03780756"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-42986.50000000</valUSD>
        <pctVal>-0.00120774023</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7156760.82000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-42986.50000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>133010000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704818"/>
        <valUSD>88385.48000000</valUSD>
        <pctVal>0.002483261030</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-133010000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>1786738.56000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>88385.48000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03756855"/>
        </identifiers>
        <balance>3410576.41000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-522316.38000000</valUSD>
        <pctVal>-0.01467489809</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3410576.41000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>226200000.00000000</amtCurPur>
            <curPur>RUB</curPur>
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          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__03801404"/>
        </identifiers>
        <balance>1370817.53000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-28468.78000000</valUSD>
        <pctVal>-0.00079985323</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1370817.53000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>101710000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-28468.78000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__03780843"/>
        </identifiers>
        <balance>13107883.29000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-961735.48000000</valUSD>
        <pctVal>-0.02702073054</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-13107883.29000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>20490000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-961735.48000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>460000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80648350"/>
        <valUSD>201.95000000</valUSD>
        <pctVal>0.000005673947</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-460000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>570579.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>201.95000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03748600"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088130"/>
        <valUSD>-20875.12000000</valUSD>
        <pctVal>-0.00058650325</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-670000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7078573.45000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-20875.12000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385300"/>
        <valUSD>1986.49000000</valUSD>
        <pctVal>0.000055812031</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>405939.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>1986.49000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03775651"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088130"/>
        <valUSD>-66523.73000000</valUSD>
        <pctVal>-0.00186903761</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-670000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7024891.04000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-66523.73000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03780757"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-43555.10000000</valUSD>
        <pctVal>-0.00122371550</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7150790.46000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-43555.10000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COMMODITIES EXCHANGE CENTER</name>
        <lei>N/A</lei>
        <title>GOLD 100 OZ FUTR  Jun20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="GCM0 COMDTY"/>
        </identifiers>
        <balance>653.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2573350.00000000</valUSD>
        <pctVal>-0.07230033454</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>SOCIETE GENERALE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>COMEX Gold 100 Troy Ounces Fut</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-06-26</expDate>
            <notionalAmt>106831330.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-2573350.00000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03827770"/>
        </identifiers>
        <balance>1737497.51000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-73339.53000000</valUSD>
        <pctVal>-0.00206053298</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1737497.51000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8640000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-73339.53000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>44960000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.68695461"/>
        <valUSD>125430.40000000</valUSD>
        <pctVal>0.003524067803</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-44960000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>26777007.04000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>125430.40000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__03893907"/>
        </identifiers>
        <balance>19605112.92000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-27838.10000000</valUSD>
        <pctVal>-0.00078213377</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-19605112.92000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2112000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-27838.10000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03765596"/>
        </identifiers>
        <balance>6848346.12000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015053"/>
        <valUSD>72358.91000000</valUSD>
        <pctVal>0.002032981677</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-6848346.12000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>660000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>72358.91000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>167550000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704811"/>
        <valUSD>14788.42000000</valUSD>
        <pctVal>0.000415492534</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-167550000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>2154169.36000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>14788.42000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03809106"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-25299.68000000</valUSD>
        <pctVal>-0.00071081482</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7227200.50000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-25299.68000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>34590000.00000000</balance>
        <units>NC</units>
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        <valUSD>22509.39000000</valUSD>
        <pctVal>0.000632419386</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-34590000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>464175.68000000</amtCurPur>
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            <unrealizedAppr>22509.39000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
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          <ticker value="USD"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385300"/>
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        <pctVal>0.000047838442</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>405655.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>1702.69000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03868121"/>
        </identifiers>
        <balance>6566436.00000000</balance>
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        <currencyConditional curCd="SEK" exchangeRt="9.90458727"/>
        <valUSD>-4266.45000000</valUSD>
        <pctVal>-0.00011986933</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <curSold>SEK</curSold>
            <amtCurPur>600000.00000000</amtCurPur>
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          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>880000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80648350"/>
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        <pctVal>-0.00015628178</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-880000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>1085594.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-5562.46000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - CHF</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCHF__03874072"/>
        </identifiers>
        <balance>16993784.89000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-93153.70000000</valUSD>
        <pctVal>-0.00261722800</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-16993784.89000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>16340000.00000000</amtCurPur>
            <curPur>CHF</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-93153.70000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>4522000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="107.88018351"/>
        <valUSD>-1315593.82000000</valUSD>
        <pctVal>-0.03696266474</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-4522000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>40601279.63000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-1315593.82000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03780732"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088130"/>
        <valUSD>-42464.44000000</valUSD>
        <pctVal>-0.00119307253</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-670000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7277517.22000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-42464.44000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03797406"/>
        </identifiers>
        <balance>1685242.06000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-165542.24000000</valUSD>
        <pctVal>-0.00465104215</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1685242.06000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7890000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-165542.24000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>3158.89000000</valUSD>
        <pctVal>0.000088751551</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>400991.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>3158.89000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.68676699"/>
        <valUSD>6508.72000000</valUSD>
        <pctVal>0.000182867714</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-720000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>433360.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>6508.72000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03818006"/>
        </identifiers>
        <balance>1818209.95000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-165608.63000000</valUSD>
        <pctVal>-0.00465290743</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1818209.95000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8580000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-165608.63000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>5600000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.53568034"/>
        <valUSD>1904.49000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-5600000.00000000</amtCurSold>
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            <amtCurPur>1585758.08000000</amtCurPur>
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            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>1904.49000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>ISHARES TRUST</name>
        <lei>5493000860OXIC4B5K91</lei>
        <title>ISHARES MSCI INDIA ETF</title>
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          <isin value="US46429B5984"/>
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        <balance>42133.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>63260000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.68695461"/>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03780743"/>
        </identifiers>
        <balance>660000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-37965.48000000</valUSD>
        <pctVal>-0.00106667064</pctVal>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-660000.00000000</amtCurSold>
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            <amtCurPur>7209482.28000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
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          <ticker value="USD"/>
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        <balance>860000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80648350"/>
        <valUSD>231.36000000</valUSD>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-860000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>1066589.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>231.36000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>6360000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50100007"/>
        <valUSD>-486.97000000</valUSD>
        <pctVal>-0.00001368181</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6360000.00000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>605169.63000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-486.97000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>870000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80648350"/>
        <valUSD>-1592.95000000</valUSD>
        <pctVal>-0.00004475520</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-870000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>1077164.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-1592.95000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>244950000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704807"/>
        <valUSD>135509.10000000</valUSD>
        <pctVal>0.003807236972</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-244950000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>3263180.61000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>135509.10000000</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>CURRENCY CONTRACT - CAD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCAD__03894132"/>
        </identifiers>
        <balance>32979675.32000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-352422.71000000</valUSD>
        <pctVal>-0.00990159901</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-32979675.32000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>46440000.00000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-352422.71000000</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>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__03894300"/>
        </identifiers>
        <balance>969688.20000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2526.44000000</valUSD>
        <pctVal>-0.00007098236</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-969688.20000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>780000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-2526.44000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03818081"/>
        </identifiers>
        <balance>620000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>203.81000000</valUSD>
        <pctVal>0.000005726205</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-620000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6743669.94000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>203.81000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>2391.89000000</valUSD>
        <pctVal>0.000067202070</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>400224.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>2391.89000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03801362"/>
        </identifiers>
        <balance>2183819.52000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-177998.26000000</valUSD>
        <pctVal>-0.00500100403</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2183819.52000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>157090000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-177998.26000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1420000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80648350"/>
        <valUSD>4627.82000000</valUSD>
        <pctVal>0.000130022318</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1420000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>1765358.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>4627.82000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>260000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.53568032"/>
        <valUSD>1174.74000000</valUSD>
        <pctVal>0.000033005263</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-260000.00000000</amtCurSold>
            <curSold>ILS</curSold>
            <amtCurPur>74710.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>1174.74000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03756863"/>
        </identifiers>
        <balance>1845367.06000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-285298.05000000</valUSD>
        <pctVal>-0.00801567779</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1845367.06000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>122180000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-285298.05000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03780821"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-7475.75000000</valUSD>
        <pctVal>-0.00021003719</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6885079.68000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-7475.75000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03862914"/>
        </identifiers>
        <balance>1648858.21000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-36705.17000000</valUSD>
        <pctVal>-0.00103126122</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1648858.21000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8370000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-36705.17000000</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>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__03887432"/>
        </identifiers>
        <balance>1057889.14000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3920.39000000</valUSD>
        <pctVal>0.000110146504</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1057889.14000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1292000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>3920.39000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>-1852.61000000</valUSD>
        <pctVal>-0.00005205056</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>395980.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
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          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03874075"/>
        </identifiers>
        <balance>8257376.40000000</balance>
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        <currencyConditional curCd="NOK" exchangeRt="10.50015048"/>
        <valUSD>-17919.02000000</valUSD>
        <pctVal>-0.00050344925</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-8257376.40000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>700000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
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        </derivativeInfo>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__03809174"/>
        </identifiers>
        <balance>355339.05000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5237.77000000</valUSD>
        <pctVal>-0.00014715935</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-355339.05000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>426000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>-5237.77000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>73470000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="75.77017568"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-73470000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>998481.96000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>28839.23000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385298"/>
        <valUSD>3167.89000000</valUSD>
        <pctVal>0.000089004413</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>394880.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>3167.89000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96755001"/>
        <valUSD>4924.48000000</valUSD>
        <pctVal>0.000138357219</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>666389.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>4924.48000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>73240000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15398526"/>
        <valUSD>895201.79000000</valUSD>
        <pctVal>0.025151413100</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-73240000.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>18526463.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>895201.79000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>5570000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.53568034"/>
        <valUSD>7430.94000000</valUSD>
        <pctVal>0.000208778226</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-5570000.00000000</amtCurSold>
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            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>7430.94000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03854146"/>
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        <balance>8820723.20000000</balance>
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        <currencyConditional curCd="SEK" exchangeRt="9.90458734"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <curSold>SEK</curSold>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SGD</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTSGD__03888171"/>
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        <balance>1502766.78000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>200.53000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTEUR__03862947"/>
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        <balance>7084818.53000000</balance>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
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          <isin value="US912828X968"/>
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        <balance>454180000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>750000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385302"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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            <amtCurSold>-750000.00000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - TRY</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTTRY__03879883"/>
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        <balance>1865924.93000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <amtCurSold>-1865924.93000000</amtCurSold>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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        <balance>3808501.36000000</balance>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <balance>780000.00000000</balance>
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        <payoffProfile>N/A</payoffProfile>
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        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-780000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>463593.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>1169.91000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03756785"/>
        </identifiers>
        <balance>6927167.52000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015056"/>
        <valUSD>75830.60000000</valUSD>
        <pctVal>0.002130521595</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6927167.52000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>75830.60000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>405000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1216.79073876"/>
        <valUSD>7125.97000000</valUSD>
        <pctVal>0.000200209849</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-405000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>339968.74000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>7125.97000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385298"/>
        <valUSD>-2355.31000000</valUSD>
        <pctVal>-0.00006617432</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>389356.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-2355.31000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Vanguard Intl Equi</name>
        <lei>549300UR5XWDVDO7NP96</lei>
        <title>VANGUARD FTSE EMERGING MA</title>
        <cusip>922042858</cusip>
        <identifiers>
          <isin value="US9220428588"/>
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        <balance>1661685.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>55749531.75000000</valUSD>
        <pctVal>1.566327859098</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03854133"/>
        </identifiers>
        <balance>390000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-2443.97000000</valUSD>
        <pctVal>-0.00006866529</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-390000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>1768404.69000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-2443.97000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03756805"/>
        </identifiers>
        <balance>7079841.76000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458726"/>
        <valUSD>20747.06000000</valUSD>
        <pctVal>0.000582905309</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-7079841.76000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>20747.06000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>20810000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704682"/>
        <valUSD>-1619.81000000</valUSD>
        <pctVal>-0.00004550986</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-20810000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>264095.01000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-1619.81000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03801266"/>
        </identifiers>
        <balance>630000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-39945.20000000</valUSD>
        <pctVal>-0.00112229246</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-630000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6842871.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-39945.20000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>430000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96754999"/>
        <valUSD>3541.85000000</valUSD>
        <pctVal>0.000099511119</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-430000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>447963.33000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>3541.85000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03874086"/>
        </identifiers>
        <balance>8233970.82000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015046"/>
        <valUSD>-4711.57000000</valUSD>
        <pctVal>-0.00013237534</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-8233970.82000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>710000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-4711.57000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03797484"/>
        </identifiers>
        <balance>600000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088132"/>
        <valUSD>-4534.08000000</valUSD>
        <pctVal>-0.00012738861</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-600000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6479270.40000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-4534.08000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__03894301"/>
        </identifiers>
        <balance>1034603.30000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5443.99000000</valUSD>
        <pctVal>-0.00015295327</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1034603.30000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>830000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-5443.99000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03797477"/>
        </identifiers>
        <balance>640000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-6836.37000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03780715"/>
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        <balance>1863258.80000000</balance>
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        <currencyConditional curCd="PLN" exchangeRt="4.15398528"/>
        <valUSD>23523.01000000</valUSD>
        <pctVal>0.000660897853</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-1863258.80000000</amtCurSold>
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            <amtCurPur>430000.00000000</amtCurPur>
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            <unrealizedAppr>23523.01000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - MXN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTMXN__03801329"/>
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        <balance>1582026.16000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-141607.13000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1582026.16000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>33860000.00000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-141607.13000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03748579"/>
        </identifiers>
        <balance>11892314.45000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015052"/>
        <valUSD>129928.42000000</valUSD>
        <pctVal>0.003650443287</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-11892314.45000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>1150000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>129928.42000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03844609"/>
        </identifiers>
        <balance>400000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>6731.18000000</valUSD>
        <pctVal>0.000189117906</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-400000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>4416122.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>6731.18000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>166900000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704819"/>
        <valUSD>86095.74000000</valUSD>
        <pctVal>0.002418928946</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-166900000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>2217177.08000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>86095.74000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>890000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="1.42354007"/>
        <valUSD>-3976.40000000</valUSD>
        <pctVal>-0.00011172015</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-890000.00000000</amtCurSold>
            <curSold>SGD</curSold>
            <amtCurPur>621225.53000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-3976.40000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>840000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385300"/>
        <valUSD>3284.26000000</valUSD>
        <pctVal>0.000092273921</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-840000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>517406.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>3284.26000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>930000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80648350"/>
        <valUSD>-1386.60000000</valUSD>
        <pctVal>-0.00003895764</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-930000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>1151767.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-1386.60000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03868112"/>
        </identifiers>
        <balance>7453197.36000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015059"/>
        <valUSD>-18180.28000000</valUSD>
        <pctVal>-0.00051078956</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7453197.36000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>630000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-18180.28000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>68990000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="75.77017517"/>
        <valUSD>20723.64000000</valUSD>
        <pctVal>0.000582247306</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-68990000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>931240.21000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>20723.64000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03801361"/>
        </identifiers>
        <balance>1708826.06000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-140840.51000000</valUSD>
        <pctVal>-0.00395702721</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1708826.06000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>122800000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-140840.51000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>239370000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704820"/>
        <valUSD>156131.77000000</valUSD>
        <pctVal>0.004386647445</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-239370000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>3212554.42000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>156131.77000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03818082"/>
        </identifiers>
        <balance>620000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-440.44000000</valUSD>
        <pctVal>-0.00001237451</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-620000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6737288.90000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-440.44000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03756860"/>
        </identifiers>
        <balance>1902912.07000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-287938.02000000</valUSD>
        <pctVal>-0.00808984987</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1902912.07000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>126480000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-287938.02000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - MXN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTMXN__03809186"/>
        </identifiers>
        <balance>22510988.14000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1485805.03000000</valUSD>
        <pctVal>-0.04174488535</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-22510988.14000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>494240000.00000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-1485805.03000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>7790000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="17.86000011"/>
        <valUSD>679.98000000</valUSD>
        <pctVal>0.000019104584</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-7790000.00000000</amtCurSold>
            <curSold>ZAR</curSold>
            <amtCurPur>436850.19000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>679.98000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>1754.89000000</valUSD>
        <pctVal>0.000049305043</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>399587.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>1754.89000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>3685.39000000</valUSD>
        <pctVal>0.000103543991</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>401518.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>3685.39000000</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>CURRENCY CONTRACT - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__03891920"/>
        </identifiers>
        <balance>555596.71000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>190.42000000</valUSD>
        <pctVal>0.000005350002</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-555596.71000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>60000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>190.42000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>80130000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="75.77017575"/>
        <valUSD>26557.63000000</valUSD>
        <pctVal>0.000746157939</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-80130000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>1084097.74000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>26557.63000000</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>CURRENCY CONTRACT - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__03885397"/>
        </identifiers>
        <balance>22344744.80000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-267006.74000000</valUSD>
        <pctVal>-0.00750176875</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-22344744.80000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>37240000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-267006.74000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>38.89000000</valUSD>
        <pctVal>0.000001092645</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>397871.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>38.89000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03780842"/>
        </identifiers>
        <balance>18568549.73000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1804028.15000000</valUSD>
        <pctVal>-0.05068561943</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-18568549.73000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>176030000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-1804028.15000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03879859"/>
        </identifiers>
        <balance>8897237.92000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015046"/>
        <valUSD>-12987.07000000</valUSD>
        <pctVal>-0.00036488215</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8897237.92000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>760000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-12987.07000000</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>CURRENCY CONTRACT - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__03765700"/>
        </identifiers>
        <balance>6151349.03000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-804146.36000000</valUSD>
        <pctVal>-0.02259313768</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6151349.03000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>95700000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-804146.36000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96755001"/>
        <valUSD>1322.08000000</valUSD>
        <pctVal>0.000037144899</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>662786.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>1322.08000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>71890000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="75.77017554"/>
        <valUSD>-12722.49000000</valUSD>
        <pctVal>-0.00035744857</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-71890000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>936067.71000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-12722.49000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1110000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80648350"/>
        <valUSD>-2365.38000000</valUSD>
        <pctVal>-0.00006645725</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1110000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>1373980.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-2365.38000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03797504"/>
        </identifiers>
        <balance>2396815.11000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-181333.24000000</valUSD>
        <pctVal>-0.00509470298</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2396815.11000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>173510000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-181333.24000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96755000"/>
        <valUSD>1680.28000000</valUSD>
        <pctVal>0.000047208815</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-730000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>756163.25000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>1680.28000000</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>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__03894291"/>
        </identifiers>
        <balance>941655.20000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>707.54000000</valUSD>
        <pctVal>0.000019878904</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-941655.20000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>760000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>707.54000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03840377"/>
        </identifiers>
        <balance>1668569.25000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-52563.99000000</valUSD>
        <pctVal>-0.00147682750</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1668569.25000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8390000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-52563.99000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03780796"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-39329.32000000</valUSD>
        <pctVal>-0.00110498882</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6964612.48000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-39329.32000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ishares Inc</name>
        <lei>549300MGJZCNMJLBAJ67</lei>
        <title>ISHARES MSCI ISRAEL ETF</title>
        <cusip>464286632</cusip>
        <identifiers>
          <isin value="US4642866325"/>
        </identifiers>
        <balance>27045.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1214320.50000000</valUSD>
        <pctVal>0.034117309496</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03827804"/>
        </identifiers>
        <balance>1250000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-1211.95000000</valUSD>
        <pctVal>-0.00003405070</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1250000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>13580035.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-1211.95000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03780791"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-36867.80000000</valUSD>
        <pctVal>-0.00103583044</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6990458.88000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-36867.80000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - AUD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTAUD__03801215"/>
        </identifiers>
        <balance>1556740.84000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-93819.49000000</valUSD>
        <pctVal>-0.00263593390</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1556740.84000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2390000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-93819.49000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>340000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96755000"/>
        <valUSD>323.53000000</valUSD>
        <pctVal>0.000009089835</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-340000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>351726.56000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>323.53000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>86420000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015052"/>
        <valUSD>1061000.94000000</valUSD>
        <pctVal>0.029809673349</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-86420000.00000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>9291359.15000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>1061000.94000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>10440000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.19181478"/>
        <valUSD>308833.15000000</valUSD>
        <pctVal>0.008676915329</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10440000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>2319690.71000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>308833.15000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03809152"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-3310.25000000</valUSD>
        <pctVal>-0.00009300413</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6926337.28000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-3310.25000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>1377.89000000</valUSD>
        <pctVal>0.000038712925</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>399210.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>1377.89000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__03879867"/>
        </identifiers>
        <balance>1167010.31000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4115.20000000</valUSD>
        <pctVal>-0.00011561984</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1167010.31000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1415000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>-4115.20000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>18570000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704968"/>
        <valUSD>-2596.05000000</valUSD>
        <pctVal>-0.00007293810</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-18570000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>234517.07000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-2596.05000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03797491"/>
        </identifiers>
        <balance>600000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088132"/>
        <valUSD>-5091.70000000</valUSD>
        <pctVal>-0.00014305539</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-600000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6473747.40000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-5091.70000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385298"/>
        <valUSD>633.49000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>392345.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>633.49000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__03885109"/>
        </identifiers>
        <balance>2169157.18000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1587.36000000</valUSD>
        <pctVal>-0.00004459815</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-2169157.18000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>234000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-1587.36000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CBOE FUTURES EXCHANGE</name>
        <lei>254900O9GJPIWCP8RH13</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="UXN0 INDEX"/>
        </identifiers>
        <balance>11.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>14375.00000000</valUSD>
        <pctVal>0.000403877167</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>CBOE Volatility Index</indexName>
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            </descRefInstrmnt>
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            <curCd>USD</curCd>
            <unrealizedAppr>14375.00000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03817992"/>
        </identifiers>
        <balance>862564.69000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-82490.64000000</valUSD>
        <pctVal>-0.00231764076</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-862564.69000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>4050000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-82490.64000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__03801396"/>
        </identifiers>
        <balance>468631.84000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-7368.56000000</valUSD>
        <pctVal>-0.00020702560</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-468631.84000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>34950000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-7368.56000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03874089"/>
        </identifiers>
        <balance>8468315.36000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015057"/>
        <valUSD>-5073.01000000</valUSD>
        <pctVal>-0.00014253028</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-8468315.36000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>730000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-5073.01000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03818070"/>
        </identifiers>
        <balance>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-23069.40000000</valUSD>
        <pctVal>-0.00064815331</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-680000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7596442.52000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-23069.40000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03738021"/>
        </identifiers>
        <balance>6857029.74000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015052"/>
        <valUSD>71531.91000000</valUSD>
        <pctVal>0.002009746448</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-6857029.74000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>660000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>71531.91000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03879821"/>
        </identifiers>
        <balance>1950820.13000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15398523"/>
        <valUSD>2444.13000000</valUSD>
        <pctVal>0.000068669794</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1950820.13000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>430000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>2444.13000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80648350"/>
        <valUSD>-538.22000000</valUSD>
        <pctVal>-0.00001512172</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>793030.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-538.22000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>9370000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.19181478"/>
        <valUSD>192082.04000000</valUSD>
        <pctVal>0.005396699147</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-9370000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>1996845.96000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>192082.04000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03780746"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088130"/>
        <valUSD>-40356.90000000</valUSD>
        <pctVal>-0.00113385951</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-670000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7299646.65000000</amtCurPur>
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            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-40356.90000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>400000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91136850"/>
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        <pctVal>0.000113945338</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-400000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>442956.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>138780000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704823"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-138780000.00000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
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          <other otherDesc="Internal ID" value="CCTEUR__03858401"/>
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        <balance>7027795.53000000</balance>
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        <currencyConditional curCd="SEK" exchangeRt="9.90458740"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
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        <balance>2520862.98000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTBRL__03827774"/>
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        <balance>1754442.18000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-67170.90000000</valUSD>
        <pctVal>-0.00188722037</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1754442.18000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8760000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-67170.90000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03809162"/>
        </identifiers>
        <balance>620000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>1226.40000000</valUSD>
        <pctVal>0.000034456692</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-620000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6753798.26000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>1226.40000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1890000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.42335000"/>
        <valUSD>-1323.40000000</valUSD>
        <pctVal>-0.00003718198</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1890000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>1326529.90000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-1323.40000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03868098"/>
        </identifiers>
        <balance>6997661.96000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015056"/>
        <valUSD>-18710.09000000</valUSD>
        <pctVal>-0.00052567500</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6997661.96000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>590000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-18710.09000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385300"/>
        <valUSD>1748.89000000</valUSD>
        <pctVal>0.000049136468</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>405702.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>1748.89000000</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>CURRENCY CONTRACT - SGD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSGD__03849282"/>
        </identifiers>
        <balance>4573808.89000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>69544.74000000</valUSD>
        <pctVal>0.001953915311</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-4573808.89000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6610000.00000000</amtCurPur>
            <curPur>SGD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>69544.74000000</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>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__03887428"/>
        </identifiers>
        <balance>917925.68000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5815.74000000</valUSD>
        <pctVal>0.000163397885</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-917925.68000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1124000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>5815.74000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03858410"/>
        </identifiers>
        <balance>6706999.80000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458738"/>
        <valUSD>-18458.23000000</valUSD>
        <pctVal>-0.00051859879</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6706999.80000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>600000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-18458.23000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03727212"/>
        </identifiers>
        <balance>7054027.86000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458730"/>
        <valUSD>12374.94000000</valUSD>
        <pctVal>0.000347683875</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7054027.86000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>660000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>12374.94000000</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>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03879875"/>
        </identifiers>
        <balance>3936840.57000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-56229.78000000</valUSD>
        <pctVal>-0.00157982081</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3936840.57000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>16120000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-56229.78000000</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>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__03756814"/>
        </identifiers>
        <balance>123554740.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3864182.88000000</valUSD>
        <pctVal>-0.10856732079</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-123554740.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>96500000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-3864182.88000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>405000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1216.79073876"/>
        <valUSD>6435.61000000</valUSD>
        <pctVal>0.000180813630</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-405000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>339278.38000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>6435.61000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03849269"/>
        </identifiers>
        <balance>3810000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>126861.90000000</valUSD>
        <pctVal>0.003564286945</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3810000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>42685049.25000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>126861.90000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03775642"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088130"/>
        <valUSD>-68901.88000000</valUSD>
        <pctVal>-0.00193585364</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-670000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6999920.14000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-68901.88000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03780811"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-41889.04000000</valUSD>
        <pctVal>-0.00117690621</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6937735.04000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-41889.04000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>2010000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.68676700"/>
        <valUSD>4301.18000000</valUSD>
        <pctVal>0.000120845105</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2010000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>1195929.90000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>4301.18000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03775670"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088130"/>
        <valUSD>-18136.56000000</valUSD>
        <pctVal>-0.00050956121</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-670000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7105697.73000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-18136.56000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>69790000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="75.77017550"/>
        <valUSD>20474.65000000</valUSD>
        <pctVal>0.000575251732</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-69790000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>941549.46000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>20474.65000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>-526.61000000</valUSD>
        <pctVal>-0.00001479553</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>397306.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-526.61000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03809200"/>
        </identifiers>
        <balance>1848172.94000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-65163.96000000</valUSD>
        <pctVal>-0.00183083378</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1848172.94000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>139640000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-65163.96000000</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>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__03780851"/>
        </identifiers>
        <balance>1146455.14000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-13423.58000000</valUSD>
        <pctVal>-0.00037714625</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1146455.14000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>85850000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-13423.58000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03818023"/>
        </identifiers>
        <balance>1942020.65000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-133404.51000000</valUSD>
        <pctVal>-0.00374810682</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1942020.65000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>9390000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-133404.51000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>25070000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704878"/>
        <valUSD>3896.11000000</valUSD>
        <pctVal>0.000109464338</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-25070000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>324005.21000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>3896.11000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03765585"/>
        </identifiers>
        <balance>6827399.04000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015050"/>
        <valUSD>74353.84000000</valUSD>
        <pctVal>0.002089030837</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6827399.04000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>660000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>74353.84000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1234000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1216.79073396"/>
        <valUSD>-1422.60000000</valUSD>
        <pctVal>-0.00003996908</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1234000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>1012720.56000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>-1422.60000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03748584"/>
        </identifiers>
        <balance>10766476.24000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015053"/>
        <valUSD>116387.40000000</valUSD>
        <pctVal>0.003269997457</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10766476.24000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>1040000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>116387.40000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03809075"/>
        </identifiers>
        <balance>3286146.38000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-202446.24000000</valUSD>
        <pctVal>-0.00568788966</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3286146.38000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>16010000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-202446.24000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03809187"/>
        </identifiers>
        <balance>4729298.29000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-124602.39000000</valUSD>
        <pctVal>-0.00350080419</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-4729298.29000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>48350000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-124602.39000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03797459"/>
        </identifiers>
        <balance>600000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088132"/>
        <valUSD>-33980.88000000</valUSD>
        <pctVal>-0.00095472010</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-600000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6559673.40000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-33980.88000000</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>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__03801394"/>
        </identifiers>
        <balance>468781.64000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-7386.38000000</valUSD>
        <pctVal>-0.00020752627</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-468781.64000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>34960000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-7386.38000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03862960"/>
        </identifiers>
        <balance>6874028.66000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458735"/>
        <valUSD>-13365.26000000</valUSD>
        <pctVal>-0.00037550771</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6874028.66000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>620000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-13365.26000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03844581"/>
        </identifiers>
        <balance>2245504.58000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-38183.93000000</valUSD>
        <pctVal>-0.00107280817</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2245504.58000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>11460000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-38183.93000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03879834"/>
        </identifiers>
        <balance>2357239.04000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15398525"/>
        <valUSD>3411.22000000</valUSD>
        <pctVal>0.000095840964</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2357239.04000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>520000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>3411.22000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03827782"/>
        </identifiers>
        <balance>610000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-5514.78000000</valUSD>
        <pctVal>-0.00015494217</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-610000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6973846.35000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-5514.78000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03862927"/>
        </identifiers>
        <balance>622932.59000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-14282.22000000</valUSD>
        <pctVal>-0.00040127043</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-622932.59000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3160000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-14282.22000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03797463"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-8119.20000000</valUSD>
        <pctVal>-0.00022811544</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6878706.56000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-8119.20000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>950000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.42335000"/>
        <valUSD>1565.17000000</valUSD>
        <pctVal>0.000043974707</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-950000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>669004.66000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>1565.17000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>28280000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="23.50704848"/>
        <valUSD>-44644.21000000</valUSD>
        <pctVal>-0.00125431492</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-28280000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>1158399.21000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-44644.21000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03818071"/>
        </identifiers>
        <balance>1520000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-11139.99000000</valUSD>
        <pctVal>-0.00031298696</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1520000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>16417582.32000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-11139.99000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03738042"/>
        </identifiers>
        <balance>22239800.73000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015051"/>
        <valUSD>220348.77000000</valUSD>
        <pctVal>0.006190875624</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-22239800.73000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>2130000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>220348.77000000</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>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__03893905"/>
        </identifiers>
        <balance>15930710.80000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>19761.37000000</valUSD>
        <pctVal>0.000555211557</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-15930710.80000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>12860000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>19761.37000000</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>CURRENCY CONTRACT - AUD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTAUD__03840361"/>
        </identifiers>
        <balance>22823889.75000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>588972.93000000</valUSD>
        <pctVal>0.016547667389</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-22823889.75000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>38250000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>588972.93000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03780799"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-39410.60000000</valUSD>
        <pctVal>-0.00110727245</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7079033.65000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-39410.60000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03827797"/>
        </identifiers>
        <balance>760000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-1887.54000000</valUSD>
        <pctVal>-0.00005303195</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-760000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>8245264.32000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-1887.54000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>9870000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.19181478"/>
        <valUSD>63348.21000000</valUSD>
        <pctVal>0.001779818825</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9870000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>1964417.57000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>63348.21000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03801364"/>
        </identifiers>
        <balance>1880005.06000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-153688.72000000</valUSD>
        <pctVal>-0.00431800799</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1880005.06000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>135200000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-153688.72000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>2429000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="COP" exchangeRt="4063.91730475"/>
        <valUSD>39833.64000000</valUSD>
        <pctVal>0.001119158100</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2429000000.00000000</amtCurSold>
            <curSold>COP</curSold>
            <amtCurPur>637532.81000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>39833.64000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1400000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.68676701"/>
        <valUSD>17387.85000000</valUSD>
        <pctVal>0.000488525607</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1400000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>847378.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>17387.85000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03862963"/>
        </identifiers>
        <balance>7041955.84000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458728"/>
        <valUSD>-8362.99000000</valUSD>
        <pctVal>-0.00023496491</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7041955.84000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>640000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-8362.99000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03827780"/>
        </identifiers>
        <balance>610000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-7045.57000000</valUSD>
        <pctVal>-0.00019795094</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-610000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6957772.85000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-7045.57000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03894231"/>
        </identifiers>
        <balance>811049.31000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>14571.17000000</valUSD>
        <pctVal>0.000409388721</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-811049.31000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8180000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>14571.17000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03797424"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-39640.78000000</valUSD>
        <pctVal>-0.00111373954</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6961342.08000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-39640.78000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>416230000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="23.50704854"/>
        <valUSD>217115.86000000</valUSD>
        <pctVal>0.006100044421</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-416230000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>17923719.87000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>217115.86000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03862943"/>
        </identifiers>
        <balance>7272881.16000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015051"/>
        <valUSD>-22964.32000000</valUSD>
        <pctVal>-0.00064520100</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7272881.16000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>610000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-22964.32000000</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>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03765550"/>
        </identifiers>
        <balance>810000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-49958.37000000</valUSD>
        <pctVal>-0.00140362051</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-810000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>3486399.57000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-49958.37000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03893887"/>
        </identifiers>
        <balance>1262631.12000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>896.23000000</valUSD>
        <pctVal>0.000025180301</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1262631.12000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6560000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>896.23000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>8490000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="23.45925019"/>
        <valUSD>-11588.70000000</valUSD>
        <pctVal>-0.00032559383</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8490000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>350315.45000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-11588.70000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>564000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1216.79072826"/>
        <valUSD>8458.07000000</valUSD>
        <pctVal>0.000237636268</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-564000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>471972.45000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>8458.07000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03780758"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088130"/>
        <valUSD>-42818.26000000</valUSD>
        <pctVal>-0.00120301339</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-670000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7273802.07000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-42818.26000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Chicago Board of Trade</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
        <title>US LONG BOND(CBT) Jun20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USM0 COMDTY"/>
        </identifiers>
        <balance>232.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>123303.50000000</valUSD>
        <pctVal>0.003464310840</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <isin value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-06-19</expDate>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ishares Inc</name>
        <lei>549300MGJZCNMJLBAJ67</lei>
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          <isin value="US46434G8143"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTRUB__03801343"/>
        </identifiers>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>14660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="23.45925014"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTRUB__03797516"/>
        </identifiers>
        <balance>1925796.55000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03727249"/>
        </identifiers>
        <balance>6841402.24000000</balance>
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        <currencyConditional curCd="SEK" exchangeRt="9.90458733"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-6841402.24000000</amtCurSold>
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            <amtCurPur>640000.00000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ISHARES TRUST</name>
        <lei>549300MGJZCNMJLBAJ67</lei>
        <title>ISHARES MSCI UNITED KINGD</title>
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        <identifiers>
          <isin value="US46435G3341"/>
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        <balance>311588.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7440721.44000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03874091"/>
        </identifiers>
        <balance>7516104.05000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015055"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-7516104.05000000</amtCurSold>
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            <amtCurPur>650000.00000000</amtCurPur>
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          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03809141"/>
        </identifiers>
        <balance>610000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTKRW__03765674"/>
        </identifiers>
        <balance>80194.49000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-80194.49000000</amtCurSold>
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            <amtCurPur>95000000.00000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
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          <ticker value="USD"/>
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        <balance>76140000.00000000</balance>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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        <securityLending>
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        <name>N/A</name>
        <lei>N/A</lei>
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          <ticker value="USD"/>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
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          <ticker value="USD"/>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03738038"/>
        </identifiers>
        <balance>9504409.46000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015049"/>
        <valUSD>93863.59000000</valUSD>
        <pctVal>0.002637172929</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9504409.46000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>910000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>93863.59000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>15300000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="23.45925012"/>
        <valUSD>-2320.06000000</valUSD>
        <pctVal>-0.00006518394</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-15300000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>649874.70000000</amtCurPur>
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            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-2320.06000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>244880000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704800"/>
        <valUSD>136365.88000000</valUSD>
        <pctVal>0.003831308894</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-244880000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>3263143.59000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>136365.88000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03727247"/>
        </identifiers>
        <balance>7158678.65000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458731"/>
        <valUSD>12787.43000000</valUSD>
        <pctVal>0.000359273113</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7158678.65000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
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            <unrealizedAppr>12787.43000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>67020000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015053"/>
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        <pctVal>0.004552533775</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-67020000.00000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>6544801.72000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>162036.08000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03868101"/>
        </identifiers>
        <balance>8447632.54000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015051"/>
        <valUSD>-25060.01000000</valUSD>
        <pctVal>-0.00070408110</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-8447632.54000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>710000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-25060.01000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - CHF</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCHF__03868095"/>
        </identifiers>
        <balance>15648683.98000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>176264.44000000</valUSD>
        <pctVal>0.004952290974</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-15648683.98000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>15300000.00000000</amtCurPur>
            <curPur>CHF</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>176264.44000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__03893931"/>
        </identifiers>
        <balance>769108.36000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3635.67000000</valUSD>
        <pctVal>-0.00010214706</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-769108.36000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>58000000.00000000</amtCurPur>
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            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-3635.67000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEW YORK MERCANTILE EXCHANGE</name>
        <lei>5493008GFNDTXFPHWI47</lei>
        <title>NATURAL GAS FUTR  Sep20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="NGU20 COMDTY"/>
        </identifiers>
        <balance>-96.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5020.00000000</valUSD>
        <pctVal>-0.00014104093</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>NYMEX Henry Hub Natural Gas Fu</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-08-27</expDate>
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            <unrealizedAppr>-5020.00000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>45930000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704797"/>
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        <pctVal>0.002381592996</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-45930000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>671229.21000000</amtCurPur>
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            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>84766.86000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>164220000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704818"/>
        <valUSD>85179.95000000</valUSD>
        <pctVal>0.002393199091</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-164220000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>2182041.41000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>85179.95000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03797518"/>
        </identifiers>
        <balance>1893964.20000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-158326.77000000</valUSD>
        <pctVal>-0.00444831773</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1893964.20000000</amtCurSold>
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            <amtCurPur>135930000.00000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>321460000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="75.77017534"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-321460000.00000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTNOK__03756849"/>
        </identifiers>
        <balance>31044197.26000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3600781.14000000</valUSD>
        <pctVal>-0.10116683740</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-31044197.26000000</amtCurSold>
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            <amtCurPur>288160000.00000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03868118"/>
        </identifiers>
        <balance>7417599.80000000</balance>
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        <currencyConditional curCd="SEK" exchangeRt="9.90458729"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7417599.80000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>680000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-2375.74000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>314740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="17.89720832"/>
        <valUSD>2351300.21000000</valUSD>
        <pctVal>0.066061667397</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-314740000.00000000</amtCurSold>
            <curSold>ZAR</curSold>
            <amtCurPur>19937283.14000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>2351300.21000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>129400000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704822"/>
        <valUSD>62330.19000000</valUSD>
        <pctVal>0.001751216736</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-129400000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>1714588.58000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>62330.19000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.68676700"/>
        <valUSD>4319.93000000</valUSD>
        <pctVal>0.000121371902</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>383744.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>4319.93000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03891990"/>
        </identifiers>
        <balance>831303.20000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2607.56000000</valUSD>
        <pctVal>0.000073261491</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-831303.20000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>760000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>2607.56000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>80000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="107.95500020"/>
        <valUSD>2417.28000000</valUSD>
        <pctVal>0.000067915422</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-80000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>743466.79000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>2417.28000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03874102"/>
        </identifiers>
        <balance>20530239.15000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>109691.95000000</valUSD>
        <pctVal>0.003081883413</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-20530239.15000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>204430000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>109691.95000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>33220000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704820"/>
        <valUSD>70657.21000000</valUSD>
        <pctVal>0.001985171049</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-33220000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>494830.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>70657.21000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385300"/>
        <valUSD>1121.89000000</valUSD>
        <pctVal>0.000031520400</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>405075.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>1121.89000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>5063.39000000</valUSD>
        <pctVal>0.000142260007</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>402896.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>5063.39000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>3910000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80648350"/>
        <valUSD>-36405.90000000</valUSD>
        <pctVal>-0.00102285299</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3910000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>4811802.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-36405.90000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03801383"/>
        </identifiers>
        <balance>2271794.87000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-178891.68000000</valUSD>
        <pctVal>-0.00502610539</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2271794.87000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>163910000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-178891.68000000</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>CURRENCY CONTRACT - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__03885070"/>
        </identifiers>
        <balance>649905.30000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1486.98000000</valUSD>
        <pctVal>-0.00004177789</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-649905.30000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>70000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-1486.98000000</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>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__03780840"/>
        </identifiers>
        <balance>355400.85000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3655.90000000</valUSD>
        <pctVal>-0.00010271544</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-355400.85000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>428000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>-3655.90000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CME GLOBEX</name>
        <lei>N/A</lei>
        <title>90DAY EURO$ FUTR SEP21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="EDU1 COMDTY"/>
        </identifiers>
        <balance>2346.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>867075.00000000</valUSD>
        <pctVal>0.024361168350</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>CME 3 Month Eurodollar Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-09-13</expDate>
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            <curCd>USD</curCd>
            <unrealizedAppr>867075.00000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.68676700"/>
        <valUSD>5472.93000000</valUSD>
        <pctVal>0.000153766362</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>390825.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>5472.93000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.68676701"/>
        <valUSD>5286.53000000</valUSD>
        <pctVal>0.000148529305</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>396567.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>5286.53000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>127700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704820"/>
        <valUSD>65493.56000000</valUSD>
        <pctVal>0.001840094156</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-127700000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>1696045.31000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>65493.56000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385300"/>
        <valUSD>1286.89000000</valUSD>
        <pctVal>0.000036156207</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>405240.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>1286.89000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03756864"/>
        </identifiers>
        <balance>1864761.66000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-290902.54000000</valUSD>
        <pctVal>-0.00817314044</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1864761.66000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>123260000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-290902.54000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>31580000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.42317664"/>
        <valUSD>1475117.89000000</valUSD>
        <pctVal>0.041444621578</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-31580000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>23664914.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>1475117.89000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03775618"/>
        </identifiers>
        <balance>1942599.15000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15398524"/>
        <valUSD>26379.94000000</valUSD>
        <pctVal>0.000741165596</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1942599.15000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>450000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>26379.94000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03818052"/>
        </identifiers>
        <balance>620000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-18311.52000000</valUSD>
        <pctVal>-0.00051447685</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-620000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6954753.28000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-18311.52000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03780745"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-37148.16000000</valUSD>
        <pctVal>-0.00104370738</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7218064.26000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-37148.16000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03797440"/>
        </identifiers>
        <balance>630000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-42627.10000000</valUSD>
        <pctVal>-0.00119764260</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-630000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6814710.63000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-42627.10000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03727259"/>
        </identifiers>
        <balance>8980507.20000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458737"/>
        <valUSD>15482.01000000</valUSD>
        <pctVal>0.000434979502</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8980507.20000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>840000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>15482.01000000</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>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03894197"/>
        </identifiers>
        <balance>270840.18000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1188.08000000</valUSD>
        <pctVal>-0.00003338006</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-270840.18000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1120000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-1188.08000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03849292"/>
        </identifiers>
        <balance>2213725.17000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>44659.23000000</valUSD>
        <pctVal>0.001254736926</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2213725.17000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>176870000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>44659.23000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03727255"/>
        </identifiers>
        <balance>6842922.24000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458739"/>
        <valUSD>11732.11000000</valUSD>
        <pctVal>0.000329623050</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6842922.24000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>640000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>11732.11000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__03892044"/>
        </identifiers>
        <balance>397623.60000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6342.53000000</valUSD>
        <pctVal>-0.00017819847</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-397623.60000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>660000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-6342.53000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03797536"/>
        </identifiers>
        <balance>449535.86000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-34811.34000000</valUSD>
        <pctVal>-0.00097805254</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-449535.86000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>32480000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-34811.34000000</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>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__03849276"/>
        </identifiers>
        <balance>988308.65000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>53776.86000000</valUSD>
        <pctVal>0.001510904062</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-988308.65000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1268000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>53776.86000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03844592"/>
        </identifiers>
        <balance>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>5642.32000000</valUSD>
        <pctVal>0.000158525510</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-740000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>8589567.76000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>5642.32000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385298"/>
        <valUSD>1529.49000000</valUSD>
        <pctVal>0.000042972249</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>393241.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>1529.49000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03858396"/>
        </identifiers>
        <balance>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>79533.00000000</valUSD>
        <pctVal>0.002234543496</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-740000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>9365431.12000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>79533.00000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03868092"/>
        </identifiers>
        <balance>2254434.79000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-85636.31000000</valUSD>
        <pctVal>-0.00240602089</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2254434.79000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>11260000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-85636.31000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>2650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.68676700"/>
        <valUSD>24565.21000000</valUSD>
        <pctVal>0.000690179299</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2650000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>1595618.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>24565.21000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03797490"/>
        </identifiers>
        <balance>600000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088132"/>
        <valUSD>-5853.59000000</valUSD>
        <pctVal>-0.00016446131</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-600000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6466201.20000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-5853.59000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>197480000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704802"/>
        <valUSD>127169.78000000</valUSD>
        <pctVal>0.003572937081</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-197480000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>2648715.28000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>127169.78000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03797511"/>
        </identifiers>
        <balance>2168212.76000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-185375.00000000</valUSD>
        <pctVal>-0.00520825947</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2168212.76000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>155290000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-185375.00000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.68676700"/>
        <valUSD>5113.53000000</valUSD>
        <pctVal>0.000143668731</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>384537.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>5113.53000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03818032"/>
        </identifiers>
        <balance>620000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-12791.77000000</valUSD>
        <pctVal>-0.00035939504</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-620000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7012711.50000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-12791.77000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.42334999"/>
        <valUSD>-863.68000000</valUSD>
        <pctVal>-0.00002426578</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1700000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>1193501.73000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-863.68000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>14630000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="23.45925002"/>
        <valUSD>-19889.98000000</valUSD>
        <pctVal>-0.00055882495</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-14630000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>603744.62000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-19889.98000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.42334999"/>
        <valUSD>-4005.92000000</valUSD>
        <pctVal>-0.00011254953</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1700000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>1190359.49000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-4005.92000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03809197"/>
        </identifiers>
        <balance>1851608.47000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-79708.18000000</valUSD>
        <pctVal>-0.00223946531</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1851608.47000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>138770000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-79708.18000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03809118"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-12357.49000000</valUSD>
        <pctVal>-0.00034719360</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7247820.80000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-12357.49000000</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>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__03849271"/>
        </identifiers>
        <balance>21026776.03000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1385745.91000000</valUSD>
        <pctVal>0.038933644038</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-21026776.03000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>18070000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>1385745.91000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ICE FUTURES U.S.</name>
        <lei>5493004R83R1LVX2IL36</lei>
        <title>COCOA FUTURE      May20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CCK0 COMDTY"/>
        </identifiers>
        <balance>198.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3220.00000000</valUSD>
        <pctVal>0.000090468485</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>NYBOT CSC Cocoa Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-05-13</expDate>
            <notionalAmt>4449800.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>3220.00000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03780738"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088130"/>
        <valUSD>-33409.17000000</valUSD>
        <pctVal>-0.00093865745</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-670000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7372598.93000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-33409.17000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>14460000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015049"/>
        <valUSD>-79042.64000000</valUSD>
        <pctVal>-0.00222076643</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-14460000.00000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>1298080.48000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-79042.64000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03892001"/>
        </identifiers>
        <balance>756992.10000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>111.09000000</valUSD>
        <pctVal>0.000003121162</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-756992.10000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>690000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>111.09000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>74830000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="75.77017528"/>
        <valUSD>26345.66000000</valUSD>
        <pctVal>0.000740202472</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-74830000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>1013937.41000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>26345.66000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1280000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.42335001"/>
        <valUSD>-7027.24000000</valUSD>
        <pctVal>-0.00019743595</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1280000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>892259.65000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-7027.24000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03756873"/>
        </identifiers>
        <balance>849017.05000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-130271.88000000</valUSD>
        <pctVal>-0.00366009307</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-849017.05000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>56290000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-130271.88000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>350.89000000</valUSD>
        <pctVal>0.000009858536</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>398183.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>350.89000000</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>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03894200"/>
        </identifiers>
        <balance>660416.01000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-731.41000000</valUSD>
        <pctVal>-0.00002054955</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660416.01000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2740000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-731.41000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03775673"/>
        </identifiers>
        <balance>7534784.12000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458726"/>
        <valUSD>18728.08000000</valUSD>
        <pctVal>0.000526180445</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7534784.12000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>710000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>18728.08000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1020000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80648350"/>
        <valUSD>-9874.59000000</valUSD>
        <pctVal>-0.00027743453</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1020000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>1254875.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-9874.59000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03756857"/>
        </identifiers>
        <balance>2027126.89000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-310770.06000000</valUSD>
        <pctVal>-0.00873133437</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2027126.89000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>134420000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-310770.06000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>84000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="107.95499958"/>
        <valUSD>1335.70000000</valUSD>
        <pctVal>0.000037527564</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-84000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>779437.69000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>1335.70000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03756810"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-20526.10000000</valUSD>
        <pctVal>-0.00057669726</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6864557.70000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-20526.10000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>THAILAND FUTURES EXCHANGE</name>
        <lei>N/A</lei>
        <title>SET50 FUTURES     Jun20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BCM0 INDEX"/>
        </identifiers>
        <balance>372.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="THB" exchangeRt="32.81750000"/>
        <valUSD>30025.58000000</valUSD>
        <pctVal>0.000843592779</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>TH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>TEF SET50 Index</indexName>
                <indexIdentifier>SET50</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2020-06-29</expDate>
            <notionalAmt>1661586.24000000</notionalAmt>
            <curCd>THB</curCd>
            <unrealizedAppr>30025.58000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03727239"/>
        </identifiers>
        <balance>7159557.69000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458732"/>
        <valUSD>12698.68000000</valUSD>
        <pctVal>0.000356779611</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7159557.69000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>12698.68000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03797384"/>
        </identifiers>
        <balance>2121543.20000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15398524"/>
        <valUSD>27215.78000000</valUSD>
        <pctVal>0.000764649192</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2121543.20000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>490000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>27215.78000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>14640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="23.45925006"/>
        <valUSD>-20030.70000000</valUSD>
        <pctVal>-0.00056277860</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-14640000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>604030.17000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-20030.70000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385298"/>
        <valUSD>-1171.31000000</valUSD>
        <pctVal>-0.00003290889</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>390540.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-1171.31000000</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>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__03894308"/>
        </identifiers>
        <balance>521371.20000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-591.79000000</valUSD>
        <pctVal>-0.00001662681</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-521371.20000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>420000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-591.79000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03797433"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-40626.61000000</valUSD>
        <pctVal>-0.00114143722</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6950990.72000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-40626.61000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03862932"/>
        </identifiers>
        <balance>1718362.04000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-38795.19000000</valUSD>
        <pctVal>-0.00108998201</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1718362.04000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8720000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-38795.19000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03818090"/>
        </identifiers>
        <balance>600000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088132"/>
        <valUSD>-1703.33000000</valUSD>
        <pctVal>-0.00004785642</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-600000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6507307.80000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-1703.33000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>330000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91136850"/>
        <valUSD>3632.97000000</valUSD>
        <pctVal>0.000102071209</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-330000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>365725.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>3632.97000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>480000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96755001"/>
        <valUSD>6287.95000000</valUSD>
        <pctVal>0.000176665004</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-480000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>502386.34000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>6287.95000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385300"/>
        <valUSD>646.69000000</valUSD>
        <pctVal>0.000018169274</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>404599.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>646.69000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385300"/>
        <valUSD>435.49000000</valUSD>
        <pctVal>0.000012235441</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>404388.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>435.49000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03827790"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-3507.15000000</valUSD>
        <pctVal>-0.00009853619</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7340750.72000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-3507.15000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.68676700"/>
        <valUSD>5875.13000000</valUSD>
        <pctVal>0.000165066494</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>385299.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>5875.13000000</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>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03862907"/>
        </identifiers>
        <balance>400000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>3660.26000000</valUSD>
        <pctVal>0.000102837943</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-400000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>1839365.60000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>3660.26000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03797532"/>
        </identifiers>
        <balance>2016713.15000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-157347.87000000</valUSD>
        <pctVal>-0.00442081475</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2016713.15000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>145620000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-157347.87000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03748608"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088130"/>
        <valUSD>-20876.20000000</valUSD>
        <pctVal>-0.00058653360</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-670000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7078562.73000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-20876.20000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>620000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96755000"/>
        <valUSD>271.65000000</valUSD>
        <pctVal>0.000007632224</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-620000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>641065.41000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>271.65000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1280000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1216.79073876"/>
        <valUSD>-18439.24000000</valUSD>
        <pctVal>-0.00051806525</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1280000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>1033508.28000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>-18439.24000000</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>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__03827866"/>
        </identifiers>
        <balance>277321.14000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3466.69000000</valUSD>
        <pctVal>-0.00009739943</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-277321.14000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>20750000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-3466.69000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>10880000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.19181479"/>
        <valUSD>232263.92000000</valUSD>
        <pctVal>0.006525641330</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10880000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>2327870.26000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>232263.92000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385300"/>
        <valUSD>2138.29000000</valUSD>
        <pctVal>0.000060076974</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>406091.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>2138.29000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>266.39000000</valUSD>
        <pctVal>0.000007484440</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>398099.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>266.39000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03818080"/>
        </identifiers>
        <balance>620000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-516.49000000</valUSD>
        <pctVal>-0.00001451120</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-620000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6736535.60000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-516.49000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__03780852"/>
        </identifiers>
        <balance>1229039.24000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-14181.29000000</valUSD>
        <pctVal>-0.00039843472</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1229039.24000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>92050000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-14181.29000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>770000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80648350"/>
        <valUSD>22.35000000</valUSD>
        <pctVal>0.000000627941</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-770000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>954784.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>22.35000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03797509"/>
        </identifiers>
        <balance>2012276.59000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-173851.83000000</valUSD>
        <pctVal>-0.00488450675</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2012276.59000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>143980000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-173851.83000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03801380"/>
        </identifiers>
        <balance>661371.81000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-53075.13000000</valUSD>
        <pctVal>-0.00149118839</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-661371.81000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>47640000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-53075.13000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03809196"/>
        </identifiers>
        <balance>2062571.56000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-86628.85000000</valUSD>
        <pctVal>-0.00243390710</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2062571.56000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>154750000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-86628.85000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03797451"/>
        </identifiers>
        <balance>600000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088132"/>
        <valUSD>-37979.05000000</valUSD>
        <pctVal>-0.00106705190</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-600000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6517692.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-37979.05000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03765613"/>
        </identifiers>
        <balance>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-72730.19000000</valUSD>
        <pctVal>-0.00204341308</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-680000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7074996.76000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-72730.19000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03797443"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-45888.56000000</valUSD>
        <pctVal>-0.00128927593</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6895739.52000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-45888.56000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385300"/>
        <valUSD>1603.69000000</valUSD>
        <pctVal>0.000045056958</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>405556.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>1603.69000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03849296"/>
        </identifiers>
        <balance>1671262.27000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>39093.31000000</valUSD>
        <pctVal>0.001098357934</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1671262.27000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>133950000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>39093.31000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1270000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96682780"/>
        <valUSD>29193.09000000</valUSD>
        <pctVal>0.000820203304</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1270000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>1342767.24000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>29193.09000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03748585"/>
        </identifiers>
        <balance>6937558.55000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015053"/>
        <valUSD>74840.99000000</valUSD>
        <pctVal>0.002102717708</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6937558.55000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>74840.99000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03817994"/>
        </identifiers>
        <balance>862080.71000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-82006.66000000</valUSD>
        <pctVal>-0.00230404296</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-862080.71000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>4050000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-82006.66000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03775625"/>
        </identifiers>
        <balance>2026753.27000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15398530"/>
        <valUSD>28078.06000000</valUSD>
        <pctVal>0.000788875641</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2026753.27000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>470000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>28078.06000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03765581"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-74876.43000000</valUSD>
        <pctVal>-0.00210371342</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6821911.80000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-74876.43000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__03858416"/>
        </identifiers>
        <balance>27972055.02000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2204849.17000000</valUSD>
        <pctVal>0.061947007834</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-27972055.02000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>24330000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>2204849.17000000</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>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__03780833"/>
        </identifiers>
        <balance>355449.25000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3704.30000000</valUSD>
        <pctVal>-0.00010407528</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-355449.25000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>428000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>-3704.30000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03801369"/>
        </identifiers>
        <balance>2304325.08000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-189715.25000000</valUSD>
        <pctVal>-0.00533020228</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2304325.08000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>165610000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-189715.25000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>61210000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015053"/>
        <valUSD>38572.71000000</valUSD>
        <pctVal>0.001083731259</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-61210000.00000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>5868012.95000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>38572.71000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>820000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.19181476"/>
        <valUSD>18032.30000000</valUSD>
        <pctVal>0.000506631947</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-820000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>175973.22000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>18032.30000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>140800000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704807"/>
        <valUSD>5111.76000000</valUSD>
        <pctVal>0.000143619001</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-140800000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>1802932.33000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>5111.76000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>14580000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="23.45925019"/>
        <valUSD>-14956.02000000</valUSD>
        <pctVal>-0.00042020139</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-14580000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>606547.22000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-14956.02000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>142810000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704807"/>
        <valUSD>79211.95000000</valUSD>
        <pctVal>0.002225523339</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-142810000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>1902697.43000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>79211.95000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Schwab Strategic T</name>
        <lei>549300NAZEQOIX80E226</lei>
        <title>SCHWAB US REIT ETF</title>
        <cusip>808524847</cusip>
        <identifiers>
          <isin value="US8085248479"/>
        </identifiers>
        <balance>455623.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>14917097.02000000</valUSD>
        <pctVal>0.419107818592</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03818086"/>
        </identifiers>
        <balance>610000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-14.48000000</valUSD>
        <pctVal>-0.00000040682</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-610000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6632771.56000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-14.48000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03797404"/>
        </identifiers>
        <balance>3369600.52000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-332126.99000000</valUSD>
        <pctVal>-0.00933137446</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3369600.52000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>15770000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-332126.99000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03840379"/>
        </identifiers>
        <balance>329808.75000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-10074.69000000</valUSD>
        <pctVal>-0.00028305650</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-329808.75000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1660000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-10074.69000000</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>CURRENCY CONTRACT - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__03849279"/>
        </identifiers>
        <balance>6384277.08000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>124493.19000000</valUSD>
        <pctVal>0.003497736135</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6384277.08000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10980000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>124493.19000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03756797"/>
        </identifiers>
        <balance>7080065.54000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458731"/>
        <valUSD>20724.47000000</valUSD>
        <pctVal>0.000582270625</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7080065.54000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>20724.47000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>560000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80648351"/>
        <valUSD>-353.34000000</valUSD>
        <pctVal>-0.00000992737</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-560000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>694019.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-353.34000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03797390"/>
        </identifiers>
        <balance>3032830.50000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15398527"/>
        <valUSD>38385.10000000</valUSD>
        <pctVal>0.001078460206</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3032830.50000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>700000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>38385.10000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>6930000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96682780"/>
        <valUSD>95451.35000000</valUSD>
        <pctVal>0.002681782321</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6930000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>7263222.10000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>95451.35000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ishares Inc</name>
        <lei>549300MGJZCNMJLBAJ67</lei>
        <title>ISHARES MSCI HONG KONG ET</title>
        <cusip>464286871</cusip>
        <identifiers>
          <isin value="US4642868719"/>
        </identifiers>
        <balance>520488.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>10378530.72000000</valUSD>
        <pctVal>0.291593154112</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385298"/>
        <valUSD>1900.69000000</valUSD>
        <pctVal>0.000053401411</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>393612.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>1900.69000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>1930.39000000</valUSD>
        <pctVal>0.000054235857</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>399763.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>1930.39000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>249000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704804"/>
        <valUSD>-32293.93000000</valUSD>
        <pctVal>-0.00090732389</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-249000000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>3147090.46000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-32293.93000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - AUD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTAUD__03894023"/>
        </identifiers>
        <balance>35572015.50000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>116629.68000000</valUSD>
        <pctVal>0.003276804508</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-35572015.50000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>58310000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>116629.68000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03756870"/>
        </identifiers>
        <balance>748790.23000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-114956.33000000</valUSD>
        <pctVal>-0.00322979039</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-748790.23000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>49640000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-114956.33000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COMMODITIES EXCHANGE CENTER</name>
        <lei>N/A</lei>
        <title>COPPER FUTURE     May20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="HGK0 COMDTY"/>
        </identifiers>
        <balance>-278.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-88437.50000000</valUSD>
        <pctVal>-0.00248472257</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>SOCIETE GENERALE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>COMEX Copper Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-05-27</expDate>
            <notionalAmt>-15396162.50000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-88437.50000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03840364"/>
        </identifiers>
        <balance>4622444.16000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-136536.83000000</valUSD>
        <pctVal>-0.00383611187</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-4622444.16000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>23290000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-136536.83000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03862926"/>
        </identifiers>
        <balance>2334084.35000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-59349.89000000</valUSD>
        <pctVal>-0.00166748281</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2334084.35000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>11810000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-59349.89000000</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>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__03894289"/>
        </identifiers>
        <balance>803348.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2620.13000000</valUSD>
        <pctVal>0.000073614656</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-803348.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>650000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>2620.13000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>750000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385302"/>
        <valUSD>-630.12000000</valUSD>
        <pctVal>-0.00001770372</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-750000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>458407.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-630.12000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>3639.89000000</valUSD>
        <pctVal>0.000102265632</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>401472.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>3639.89000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03849307"/>
        </identifiers>
        <balance>1888557.46000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>65423.23000000</valUSD>
        <pctVal>0.001838118179</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1888557.46000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>153030000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>65423.23000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91136850"/>
        <valUSD>6154.11000000</valUSD>
        <pctVal>0.000172904661</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-690000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>763257.30000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>6154.11000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>890.39000000</valUSD>
        <pctVal>0.000025016221</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>398723.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>890.39000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03797472"/>
        </identifiers>
        <balance>630000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-7982.92000000</valUSD>
        <pctVal>-0.00022428654</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-630000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6771320.01000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-7982.92000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03756867"/>
        </identifiers>
        <balance>849493.32000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-130620.46000000</valUSD>
        <pctVal>-0.00366988670</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-849493.32000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>56300000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-130620.46000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>360000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80648350"/>
        <valUSD>-2538.35000000</valUSD>
        <pctVal>-0.00007131698</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-360000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>443844.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-2538.35000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03893893"/>
        </identifiers>
        <balance>33127806.46000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6037.79000000</valUSD>
        <pctVal>-0.00016963655</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-33127806.46000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>30170000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-6037.79000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>-1495.11000000</valUSD>
        <pctVal>-0.00004200631</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>396337.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-1495.11000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>51960000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458733"/>
        <valUSD>55257.08000000</valUSD>
        <pctVal>0.001552492031</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-51960000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>5301311.08000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>55257.08000000</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>CURRENCY CONTRACT - AUD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTAUD__03893935"/>
        </identifiers>
        <balance>401102.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3269.39000000</valUSD>
        <pctVal>-0.00009185613</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-401102.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>650000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-3269.39000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1256000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1216.79074348"/>
        <valUSD>-17027.90000000</valUSD>
        <pctVal>-0.00047841252</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1256000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>1015195.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>-17027.90000000</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>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__03844642"/>
        </identifiers>
        <balance>667894.55000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-12227.60000000</valUSD>
        <pctVal>-0.00034354424</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-667894.55000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>49680000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-12227.60000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385300"/>
        <valUSD>956.89000000</valUSD>
        <pctVal>0.000026884592</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>404910.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>956.89000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03893884"/>
        </identifiers>
        <balance>273677.76000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15398528"/>
        <valUSD>-12.91000000</valUSD>
        <pctVal>-0.00000036271</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-273677.76000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>60000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-12.91000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>14650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="23.45925010"/>
        <valUSD>-20940.59000000</valUSD>
        <pctVal>-0.00058834269</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-14650000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>603546.55000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-20940.59000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>16230000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="23.45925015"/>
        <valUSD>-11049.38000000</valUSD>
        <pctVal>-0.00031044120</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-16230000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>680788.59000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-11049.38000000</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>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03894199"/>
        </identifiers>
        <balance>642574.16000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2150.42000000</valUSD>
        <pctVal>-0.00006041777</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-642574.16000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2660000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-2150.42000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385298"/>
        <valUSD>1875.09000000</valUSD>
        <pctVal>0.000052682159</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>393587.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>1875.09000000</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>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__03765690"/>
        </identifiers>
        <balance>355493.26000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-9501.15000000</valUSD>
        <pctVal>-0.00026694243</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-355493.26000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>421000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>-9501.15000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1010000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.53568032"/>
        <valUSD>-7256.43000000</valUSD>
        <pctVal>-0.00020387522</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1010000.00000000</amtCurSold>
            <curSold>ILS</curSold>
            <amtCurPur>278402.88000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>-7256.43000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>10710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.19181480"/>
        <valUSD>206974.74000000</valUSD>
        <pctVal>0.005815121512</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10710000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>2269837.23000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>206974.74000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03862916"/>
        </identifiers>
        <balance>623975.67000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-15325.30000000</valUSD>
        <pctVal>-0.00043057660</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-623975.67000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3160000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-15325.30000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03780724"/>
        </identifiers>
        <balance>2063201.33000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-175614.74000000</valUSD>
        <pctVal>-0.00493403713</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2063201.33000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>9800000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-175614.74000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96755000"/>
        <valUSD>7239.00000000</valUSD>
        <pctVal>0.000203385517</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-670000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>699709.67000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>7239.00000000</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>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03862908"/>
        </identifiers>
        <balance>390000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>3602.65000000</valUSD>
        <pctVal>0.000101219344</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-390000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>1793522.25000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>3602.65000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>2720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.53568032"/>
        <valUSD>-15329.36000000</valUSD>
        <pctVal>-0.00043069067</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2720000.00000000</amtCurSold>
            <curSold>ILS</curSold>
            <amtCurPur>753970.96000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>-15329.36000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEW YORK MERCANTILE EXCHANGE</name>
        <lei>5493008GFNDTXFPHWI47</lei>
        <title>GASOLINE RBOB FUT Jun20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="XBM0 COMDTY"/>
        </identifiers>
        <balance>-399.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-518410.20000000</valUSD>
        <pctVal>-0.01456515083</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>NYMEX Reformulated Gasoline Bl</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-05-29</expDate>
            <notionalAmt>-10525111.80000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-518410.20000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03818058"/>
        </identifiers>
        <balance>620000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-24461.48000000</valUSD>
        <pctVal>-0.00068726492</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-620000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6890177.80000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-24461.48000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>222320000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704808"/>
        <valUSD>-100260.68000000</valUSD>
        <pctVal>-0.00281690430</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-222320000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>2738457.14000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-100260.68000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03765592"/>
        </identifiers>
        <balance>7759325.25000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015057"/>
        <valUSD>84405.65000000</valUSD>
        <pctVal>0.002371444511</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7759325.25000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>750000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>84405.65000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385302"/>
        <valUSD>4540.09000000</valUSD>
        <pctVal>0.000127557474</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-690000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>426854.70000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>4540.09000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03818037"/>
        </identifiers>
        <balance>620000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-15340.99000000</valUSD>
        <pctVal>-0.00043101743</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-620000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6985944.24000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-15340.99000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03894228"/>
        </identifiers>
        <balance>434933.37000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>8156.35000000</valUSD>
        <pctVal>0.000229159202</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-434933.37000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>4390000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>8156.35000000</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>CURRENCY CONTRACT - SGD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSGD__03797501"/>
        </identifiers>
        <balance>3722346.10000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-90555.13000000</valUSD>
        <pctVal>-0.00254421908</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3722346.10000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5170000.00000000</amtCurPur>
            <curPur>SGD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-90555.13000000</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>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__03809179"/>
        </identifiers>
        <balance>359253.19000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5042.74000000</valUSD>
        <pctVal>-0.00014167982</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-359253.19000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>431000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>-5042.74000000</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>CURRENCY CONTRACT - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__03885061"/>
        </identifiers>
        <balance>920656.18000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3607.41000000</valUSD>
        <pctVal>-0.00010135308</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-920656.18000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>99000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-3607.41000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1215000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="851.97308447"/>
        <valUSD>38866.00000000</valUSD>
        <pctVal>0.001091971477</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1215000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>1464967.39000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>38866.00000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96755000"/>
        <valUSD>9426.99000000</valUSD>
        <pctVal>0.000264858853</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-730000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>763909.96000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>9426.99000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>53470000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TRY" exchangeRt="6.61650898"/>
        <valUSD>62408.54000000</valUSD>
        <pctVal>0.001753418042</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-53470000.00000000</amtCurSold>
            <curSold>TRY</curSold>
            <amtCurPur>8143709.44000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>62408.54000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03809114"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-22944.40000000</valUSD>
        <pctVal>-0.00064464134</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7136656.64000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-22944.40000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03775621"/>
        </identifiers>
        <balance>1900475.72000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15398527"/>
        <valUSD>25542.05000000</valUSD>
        <pctVal>0.000717624403</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1900475.72000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>440000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>25542.05000000</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>CURRENCY CONTRACT - ILS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTILS__03888225"/>
        </identifiers>
        <balance>1670263.15000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>14566.32000000</valUSD>
        <pctVal>0.000409252456</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1670263.15000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5960000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>14566.32000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03797455"/>
        </identifiers>
        <balance>600000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088132"/>
        <valUSD>-38845.43000000</valUSD>
        <pctVal>-0.00109139354</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-600000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6508594.80000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-38845.43000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03809148"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-5632.44000000</valUSD>
        <pctVal>-0.00015824792</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6903336.96000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-5632.44000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03780797"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-40748.16000000</valUSD>
        <pctVal>-0.00114485227</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7064989.10000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-40748.16000000</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>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__03809183"/>
        </identifiers>
        <balance>358640.66000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4430.21000000</valUSD>
        <pctVal>-0.00012447030</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-358640.66000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>431000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>-4430.21000000</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>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__03894298"/>
        </identifiers>
        <balance>619605.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>370.49000000</valUSD>
        <pctVal>0.000010409214</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-619605.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>500000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>370.49000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03775654"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088130"/>
        <valUSD>-66655.37000000</valUSD>
        <pctVal>-0.00187273614</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-670000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7023508.83000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-66655.37000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385298"/>
        <valUSD>2220.69000000</valUSD>
        <pctVal>0.000062392068</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>393932.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>2220.69000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>1806.89000000</valUSD>
        <pctVal>0.000050766025</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>399639.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>1806.89000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03797479"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-6344.90000000</valUSD>
        <pctVal>-0.00017826506</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6896280.32000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-6344.90000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>203410000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704799"/>
        <valUSD>356692.62000000</valUSD>
        <pctVal>0.010021565568</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-203410000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>2953955.99000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>356692.62000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03797503"/>
        </identifiers>
        <balance>2396969.81000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-181360.26000000</valUSD>
        <pctVal>-0.00509546212</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2396969.81000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>173520000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-181360.26000000</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>CURRENCY CONTRACT - TRY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTTRY__03748689"/>
        </identifiers>
        <balance>6187305.73000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-465255.01000000</valUSD>
        <pctVal>-0.01307171308</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6187305.73000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>37860000.00000000</amtCurPur>
            <curPur>TRY</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-465255.01000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03756779"/>
        </identifiers>
        <balance>7046757.72000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015056"/>
        <valUSD>75419.59000000</valUSD>
        <pctVal>0.002118973939</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7046757.72000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>680000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>75419.59000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03818051"/>
        </identifiers>
        <balance>620000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-18593.94000000</valUSD>
        <pctVal>-0.00052241167</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-620000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6951787.82000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-18593.94000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>580000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80648350"/>
        <valUSD>214.04000000</valUSD>
        <pctVal>0.000006013625</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-580000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>719385.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>214.04000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03775685"/>
        </identifiers>
        <balance>2342446.13000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-317344.27000000</valUSD>
        <pctVal>-0.00891604208</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2342446.13000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>158600000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-317344.27000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385298"/>
        <valUSD>3411.09000000</valUSD>
        <pctVal>0.000095837312</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>395123.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>3411.09000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80648350"/>
        <valUSD>-1208.44000000</valUSD>
        <pctVal>-0.00003395209</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>817159.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-1208.44000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03780815"/>
        </identifiers>
        <balance>2500000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-53073.92000000</valUSD>
        <pctVal>-0.00149115439</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-2500000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>26658402.50000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-53073.92000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96755000"/>
        <valUSD>8253.00000000</valUSD>
        <pctVal>0.000231874661</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-680000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>711059.06000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>8253.00000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03748581"/>
        </identifiers>
        <balance>6941000.34000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015045"/>
        <valUSD>74513.20000000</valUSD>
        <pctVal>0.002093508185</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6941000.34000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>74513.20000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385300"/>
        <valUSD>1306.69000000</valUSD>
        <pctVal>0.000036712504</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>405259.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>1306.69000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1050000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.42335000"/>
        <valUSD>3075.82000000</valUSD>
        <pctVal>0.000086417632</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1050000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>740772.10000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>3075.82000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>3040000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.19181476"/>
        <valUSD>66935.46000000</valUSD>
        <pctVal>0.001880605495</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3040000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>652472.53000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>66935.46000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03894232"/>
        </identifiers>
        <balance>398933.52000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5802.19000000</valUSD>
        <pctVal>0.000163017186</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-398933.52000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>4010000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>5802.19000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03801285"/>
        </identifiers>
        <balance>630000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-9065.45000000</valUSD>
        <pctVal>-0.00025470109</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-630000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6760598.04000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-9065.45000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__03809222"/>
        </identifiers>
        <balance>1434161.67000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-16453.46000000</valUSD>
        <pctVal>-0.00046227317</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1434161.67000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>107420000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-16453.46000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03775664"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-64562.79000000</valUSD>
        <pctVal>-0.00181394342</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6930206.58000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-64562.79000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03893900"/>
        </identifiers>
        <balance>8956406.94000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015051"/>
        <valUSD>3334.63000000</valUSD>
        <pctVal>0.000093689107</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8956406.94000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>780000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>3334.63000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03840388"/>
        </identifiers>
        <balance>970000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-16856.41000000</valUSD>
        <pctVal>-0.00047359437</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-970000.00000000</amtCurSold>
            <curSold>EUR</curSold>
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            <curPur>NOK</curPur>
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            <unrealizedAppr>-16856.41000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03797420"/>
        </identifiers>
        <balance>640000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-41554.60000000</valUSD>
        <pctVal>-0.00116750985</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6941246.72000000</amtCurPur>
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            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-41554.60000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__03801406"/>
        </identifiers>
        <balance>1371279.57000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-28930.82000000</valUSD>
        <pctVal>-0.00081283461</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
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            <amtCurSold>-1371279.57000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03775662"/>
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        <balance>650000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-63453.45000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-650000.00000000</amtCurSold>
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            <unrealizedAppr>-63453.45000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTBRL__03844577"/>
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        <balance>1416723.58000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-18368.61000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
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        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
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        <balance>9146530.73000000</balance>
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            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-9146530.73000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>790000.00000000</amtCurPur>
            <curPur>EUR</curPur>
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            <unrealizedAppr>-3793.76000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
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          <ticker value="USD"/>
        </identifiers>
        <balance>3270000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15398526"/>
        <valUSD>54732.26000000</valUSD>
        <pctVal>0.001537746792</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3270000.00000000</amtCurSold>
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            <amtCurPur>841928.12000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>54732.26000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03801273"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-38998.84000000</valUSD>
        <pctVal>-0.00109570372</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6968082.56000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-38998.84000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>400000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96754999"/>
        <valUSD>5029.73000000</valUSD>
        <pctVal>0.000141314303</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-400000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>418445.06000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>5029.73000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385298"/>
        <valUSD>1171.09000000</valUSD>
        <pctVal>0.000032902713</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>392883.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>1171.09000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03765705"/>
        </identifiers>
        <balance>1867899.12000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-278973.04000000</valUSD>
        <pctVal>-0.00783797156</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1867899.12000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>124440000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-278973.04000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03756790"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088130"/>
        <valUSD>-77243.45000000</valUSD>
        <pctVal>-0.00217021675</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-670000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6912332.38000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-77243.45000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>165430000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704820"/>
        <valUSD>-17799.52000000</valUSD>
        <pctVal>-0.00050009180</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-165430000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>2094511.96000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-17799.52000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03893922"/>
        </identifiers>
        <balance>3147757.86000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>17964.11000000</valUSD>
        <pctVal>0.000504716094</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3147757.86000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>247930000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>17964.11000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>2112000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="107.95500000"/>
        <valUSD>31765.16000000</valUSD>
        <pctVal>0.000892467676</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2112000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>19595472.26000000</amtCurPur>
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            <unrealizedAppr>31765.16000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>400517.00000000</amtCurPur>
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            <settlementDt>2020-04-01</settlementDt>
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          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96755001"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>CHF</curSold>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>70600000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="75.77017566"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-70600000.00000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTRUB__03801378"/>
        </identifiers>
        <balance>1984113.21000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
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        <invCountry>N/A</invCountry>

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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
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          <ticker value="USD"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
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          <ticker value="USD"/>
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        <balance>650000.00000000</balance>
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        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>-1618.61000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>396214.00000000</amtCurPur>
            <curPur>USD</curPur>
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          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80648350"/>
        <valUSD>-1175.44000000</valUSD>
        <pctVal>-0.00003302493</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
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            <amtCurPur>817192.20000000</amtCurPur>
            <curPur>USD</curPur>
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            <unrealizedAppr>-1175.44000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>80460000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704820"/>
        <valUSD>-3117.21000000</valUSD>
        <pctVal>-0.00008758051</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03801265"/>
        </identifiers>
        <balance>620000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-39260.07000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-620000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6734790.30000000</amtCurPur>
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            <unrealizedAppr>-39260.07000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03840367"/>
        </identifiers>
        <balance>4626892.32000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-135206.67000000</valUSD>
        <pctVal>-0.00379873995</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-4626892.32000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>23320000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-135206.67000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03844580"/>
        </identifiers>
        <balance>1773375.51000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-26394.86000000</valUSD>
        <pctVal>-0.00074158478</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1773375.51000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>9070000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-26394.86000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>19480000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TRY" exchangeRt="6.61650898"/>
        <valUSD>2564.81000000</valUSD>
        <pctVal>0.000072060396</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-19480000.00000000</amtCurSold>
            <curSold>TRY</curSold>
            <amtCurPur>2946715.58000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>2564.81000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03874054"/>
        </identifiers>
        <balance>1911787.92000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15398524"/>
        <valUSD>862.08000000</valUSD>
        <pctVal>0.000024220829</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1911787.92000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>420000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>862.08000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03840397"/>
        </identifiers>
        <balance>2294908.98000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458712"/>
        <valUSD>-1155.68000000</valUSD>
        <pctVal>-0.00003246975</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-2294908.98000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>210000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-1155.68000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03738062"/>
        </identifiers>
        <balance>7633640.16000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458731"/>
        <valUSD>19725.63000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-7633640.16000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>720000.00000000</amtCurPur>
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            <unrealizedAppr>19725.63000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03780795"/>
        </identifiers>
        <balance>640000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-36026.05000000</valUSD>
        <pctVal>-0.00101218080</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
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            <settlementDt>2020-04-15</settlementDt>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03780751"/>
        </identifiers>
        <balance>660000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-41043.87000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-660000.00000000</amtCurSold>
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            <amtCurPur>7177158.78000000</amtCurPur>
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            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-41043.87000000</unrealizedAppr>
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        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>61000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1216.79083585"/>
        <valUSD>1040.91000000</valUSD>
        <pctVal>0.000029245202</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-61000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>51172.78000000</amtCurPur>
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            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>1040.91000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__03891941"/>
        </identifiers>
        <balance>674327.52000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1880.16000000</valUSD>
        <pctVal>0.000052824604</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-674327.52000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>73000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-04-02</settlementDt>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>72000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="851.97310463"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-72000000.00000000</amtCurSold>
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            <amtCurPur>86133.67000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>1623.96000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>150520000.00000000</balance>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        </identifiers>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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      </invstOrSec>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <ticker value="USD"/>
        </identifiers>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <ticker value="USD"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
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          <ticker value="USD"/>
        </identifiers>
        <balance>1370000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.53744996"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>60000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1216.79073876"/>
        <valUSD>942.77000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <curSold>KRW</curSold>
            <amtCurPur>50252.81000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03874047"/>
        </identifiers>
        <balance>1970683.12000000</balance>
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        <currencyConditional curCd="PLN" exchangeRt="4.15398523"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1970683.12000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>430000.00000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03874105"/>
        </identifiers>
        <balance>1621929.63000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6323.77000000</valUSD>
        <pctVal>0.000177671395</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1621929.63000000</amtCurSold>
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            <amtCurPur>127520000.00000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>87220000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="75.77017556"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-87220000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>1185328.13000000</amtCurPur>
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            <unrealizedAppr>34215.58000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>399652.50000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03780764"/>
        </identifiers>
        <balance>660000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <curSold>EUR</curSold>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-610000.00000000</amtCurSold>
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            <unrealizedAppr>-12778.15000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
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        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03727251"/>
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        <balance>6835769.60000000</balance>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <counterparties>
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            <amtCurPur>640000.00000000</amtCurPur>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
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          <ticker value="USD"/>
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        <balance>390000.00000000</balance>
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        <currencyConditional curCd="SGD" exchangeRt="1.42354007"/>
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        <assetCat>DFE</assetCat>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <balance>1869969.00000000</balance>
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        <derivativeInfo>
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03780807"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-39590.07000000</valUSD>
        <pctVal>-0.00111231480</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6961874.56000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-39590.07000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385298"/>
        <valUSD>4639.89000000</valUSD>
        <pctVal>0.000130361435</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>396352.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>4639.89000000</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>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03893918"/>
        </identifiers>
        <balance>1435589.10000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3546.73000000</valUSD>
        <pctVal>-0.00009964822</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1435589.10000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5950000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-05-20</settlementDt>
            <unrealizedAppr>-3546.73000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03874110"/>
        </identifiers>
        <balance>2274583.16000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1677.30000000</valUSD>
        <pctVal>0.000047125090</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2274583.16000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>178270000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>1677.30000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03849309"/>
        </identifiers>
        <balance>2033187.58000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>65589.17000000</valUSD>
        <pctVal>0.001842780396</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2033187.58000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>164370000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>65589.17000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03775648"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088130"/>
        <valUSD>-69427.21000000</valUSD>
        <pctVal>-0.00195061321</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-670000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6994404.03000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-69427.21000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>249660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704813"/>
        <valUSD>-40895.06000000</valUSD>
        <pctVal>-0.00114897954</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-249660000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>3146916.61000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-40895.06000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03818073"/>
        </identifiers>
        <balance>620000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>2748.27000000</valUSD>
        <pctVal>0.000077214852</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-620000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6768871.70000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>2748.27000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>220000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96682779"/>
        <valUSD>5469.00000000</valUSD>
        <pctVal>0.000153655946</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-220000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>233017.28000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>5469.00000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>7420000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50100002"/>
        <valUSD>-7865.00000000</valUSD>
        <pctVal>-0.00022097349</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7420000.00000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>698734.37000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-7865.00000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03893890"/>
        </identifiers>
        <balance>1728123.92000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-404.35000000</valUSD>
        <pctVal>-0.00001136053</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1728123.92000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8970000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-404.35000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>3230000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.19181481"/>
        <valUSD>20921.68000000</valUSD>
        <pctVal>0.000587811398</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3230000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>643054.81000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>20921.68000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03797425"/>
        </identifiers>
        <balance>630000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-39532.65000000</valUSD>
        <pctVal>-0.00111070154</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-630000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6847202.88000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-39532.65000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385298"/>
        <valUSD>3193.49000000</valUSD>
        <pctVal>0.000089723665</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>394905.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>3193.49000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>25950000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="75.77017536"/>
        <valUSD>10044.84000000</valUSD>
        <pctVal>0.000282217845</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-25950000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>352527.88000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>10044.84000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03894226"/>
        </identifiers>
        <balance>692639.84000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>14890.67000000</valUSD>
        <pctVal>0.000418365330</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-692639.84000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7010000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>14890.67000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385298"/>
        <valUSD>2291.09000000</valUSD>
        <pctVal>0.000064370013</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>394003.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>2291.09000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03809161"/>
        </identifiers>
        <balance>610000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>793.68000000</valUSD>
        <pctVal>0.000022299076</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-610000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6640775.98000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>793.68000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03748597"/>
        </identifiers>
        <balance>1190000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-37269.77000000</valUSD>
        <pctVal>-0.00104712411</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1190000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>12570479.32000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-37269.77000000</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>CURRENCY CONTRACT - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__03748687"/>
        </identifiers>
        <balance>1292592.59000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-63680.53000000</valUSD>
        <pctVal>-0.00178915562</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1292592.59000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1047000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-63680.53000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>3932.39000000</valUSD>
        <pctVal>0.000110483654</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>401765.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>3932.39000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03844612"/>
        </identifiers>
        <balance>630000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>10638.50000000</valUSD>
        <pctVal>0.000298897199</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-630000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6955757.55000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>10638.50000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96755000"/>
        <valUSD>2477.99000000</valUSD>
        <pctVal>0.000069621118</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-670000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>694948.66000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>2477.99000000</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>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__03818104"/>
        </identifiers>
        <balance>570348.45000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4.35000000</valUSD>
        <pctVal>0.000000122216</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-570348.45000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>694000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>4.35000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03801251"/>
        </identifiers>
        <balance>630000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-38927.92000000</valUSD>
        <pctVal>-0.00109371116</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-630000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6853552.65000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-38927.92000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>129500000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704828"/>
        <valUSD>238511.43000000</valUSD>
        <pctVal>0.006701170140</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-129500000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>1892046.68000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>238511.43000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>7690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="23.45924971"/>
        <valUSD>-7459.22000000</valUSD>
        <pctVal>-0.00020957277</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7690000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>320343.25000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-7459.22000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03756868"/>
        </identifiers>
        <balance>849008.36000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-130390.88000000</valUSD>
        <pctVal>-0.00366343647</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-849008.36000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>56280000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-130390.88000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03738067"/>
        </identifiers>
        <balance>7879674.66000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458731"/>
        <valUSD>16841.93000000</valUSD>
        <pctVal>0.000473187546</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7879674.66000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>740000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>16841.93000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.68676699"/>
        <valUSD>923.92000000</valUSD>
        <pctVal>0.000025958274</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-700000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>415919.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>923.92000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03797530"/>
        </identifiers>
        <balance>1871363.51000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-147345.52000000</valUSD>
        <pctVal>-0.00413979069</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1871363.51000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>135020000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-147345.52000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.68676700"/>
        <valUSD>4479.93000000</valUSD>
        <pctVal>0.000125867230</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>383904.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>4479.93000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03827761"/>
        </identifiers>
        <balance>1954442.37000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-84190.75000000</valUSD>
        <pctVal>-0.00236540672</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1954442.37000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>9710000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-84190.75000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>14660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="23.45925014"/>
        <valUSD>-7943.80000000</valUSD>
        <pctVal>-0.00022318743</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-14660000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>616969.61000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-7943.80000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385300"/>
        <valUSD>1016.29000000</valUSD>
        <pctVal>0.000028553483</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>404969.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>1016.29000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>580000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96755001"/>
        <valUSD>5988.39000000</valUSD>
        <pctVal>0.000168248625</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-580000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>605440.61000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>5988.39000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385300"/>
        <valUSD>1814.89000000</valUSD>
        <pctVal>0.000050990791</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>405768.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>1814.89000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>-1170.11000000</valUSD>
        <pctVal>-0.00003287518</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>396662.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-1170.11000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03868119"/>
        </identifiers>
        <balance>7214093.70000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458728"/>
        <valUSD>-3785.84000000</valUSD>
        <pctVal>-0.00010636621</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7214093.70000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>660000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-3785.84000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>246.89000000</valUSD>
        <pctVal>0.000006936572</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>398079.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>246.89000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03844640"/>
        </identifiers>
        <balance>1962192.27000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>26646.74000000</valUSD>
        <pctVal>0.000748661556</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1962192.27000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>155760000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>26646.74000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.68676700"/>
        <valUSD>4978.93000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-650000.00000000</amtCurSold>
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          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03849290"/>
        </identifiers>
        <balance>1782568.85000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03858411"/>
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        <balance>15128305.44000000</balance>
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        <currencyConditional curCd="SEK" exchangeRt="9.90458735"/>
        <valUSD>-34344.40000000</valUSD>
        <pctVal>-0.00096493349</pctVal>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-15128305.44000000</amtCurSold>
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            <amtCurPur>1360000.00000000</amtCurPur>
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            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-34344.40000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03827796"/>
        </identifiers>
        <balance>620000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-3954.15000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-620000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6702487.06000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-3954.15000000</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>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__03780839"/>
        </identifiers>
        <balance>356241.28000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3674.49000000</valUSD>
        <pctVal>-0.00010323774</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-356241.28000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>429000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>-3674.49000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03756858"/>
        </identifiers>
        <balance>2127958.73000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-321072.45000000</valUSD>
        <pctVal>-0.00902078829</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2127958.73000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>141510000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-321072.45000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.68676699"/>
        <valUSD>5587.12000000</valUSD>
        <pctVal>0.000156974622</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-720000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>432439.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>5587.12000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03756792"/>
        </identifiers>
        <balance>4020000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-458592.31000000</valUSD>
        <pctVal>-0.01288451918</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-4020000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>41525112.60000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-458592.31000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>78000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="107.95500054"/>
        <valUSD>354.90000000</valUSD>
        <pctVal>0.000009971200</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-78000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>722878.17000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>354.90000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03840373"/>
        </identifiers>
        <balance>1752058.07000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-45525.70000000</valUSD>
        <pctVal>-0.00127908109</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1752058.07000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8860000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-45525.70000000</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>CURRENCY CONTRACT - ILS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTILS__03827813"/>
        </identifiers>
        <balance>327894.20000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>19987.93000000</valUSD>
        <pctVal>0.000561576942</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-327894.20000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1230000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>19987.93000000</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>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03893878"/>
        </identifiers>
        <balance>420000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088130"/>
        <valUSD>-973.81000000</valUSD>
        <pctVal>-0.00002735997</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-420000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>1911323.82000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-973.81000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03797446"/>
        </identifiers>
        <balance>630000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-42723.10000000</valUSD>
        <pctVal>-0.00120033979</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-630000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6813702.63000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-42723.10000000</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>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__03894287"/>
        </identifiers>
        <balance>765631.80000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3137.80000000</valUSD>
        <pctVal>0.000088159010</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-765631.80000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>620000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>3137.80000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>25240000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63371735"/>
        <valUSD>1239864.89000000</valUSD>
        <pctVal>0.034834999645</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-25240000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>16689293.76000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>1239864.89000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>30170000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91136850"/>
        <valUSD>9322.46000000</valUSD>
        <pctVal>0.000261921999</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-30170000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>33113385.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>9322.46000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>164190000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704825"/>
        <valUSD>81090.48000000</valUSD>
        <pctVal>0.002278302147</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-164190000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>2177568.88000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>81090.48000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>890000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.53745003"/>
        <valUSD>-3544.61000000</valUSD>
        <pctVal>-0.00009958866</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-890000.00000000</amtCurSold>
            <curSold>ILS</curSold>
            <amtCurPur>248049.05000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-3544.61000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03738055"/>
        </identifiers>
        <balance>6969771.60000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458728"/>
        <valUSD>20881.73000000</valUSD>
        <pctVal>0.000586688971</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <ticker value="USD"/>
        </identifiers>
        <balance>24760000.00000000</balance>
        <units>NC</units>
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        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-24760000.00000000</amtCurSold>
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            <amtCurPur>319685.17000000</amtCurPur>
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          </fwdDeriv>
        </derivativeInfo>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03748603"/>
        </identifiers>
        <balance>720000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-720000.00000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>78650000.00000000</balance>
        <units>NC</units>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-78650000.00000000</amtCurSold>
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            <amtCurPur>1065647.40000000</amtCurPur>
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            <settlementDt>2020-04-15</settlementDt>
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          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>25950000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="75.77017536"/>
        <valUSD>10121.48000000</valUSD>
        <pctVal>0.000284371107</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-25950000.00000000</amtCurSold>
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            <amtCurPur>352604.52000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>10121.48000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03801250"/>
        </identifiers>
        <balance>620000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-37283.37000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-620000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6755546.04000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-37283.37000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03780741"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088130"/>
        <valUSD>-36089.19000000</valUSD>
        <pctVal>-0.00101395477</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-670000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7344458.26000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-36089.19000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1060000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>-201.58000000</valUSD>
        <pctVal>-0.00000566355</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1060000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>648571.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-201.58000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ISHARES TRUST</name>
        <lei>5493000860OXIC4B5K91</lei>
        <title>ISHARES CHINA LARGE-CAP E</title>
        <cusip>464287184</cusip>
        <identifiers>
          <isin value="US4642871846"/>
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        <balance>291798.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03738064"/>
        </identifiers>
        <balance>9753439.80000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458737"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTBRL__03844583"/>
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        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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            <amtCurSold>-1695403.40000000</amtCurSold>
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            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>5350.64000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03797505"/>
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        <balance>1900636.49000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-143675.48000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>ICE FUTURES U.S.</name>
        <lei>5493004R83R1LVX2IL36</lei>
        <title>COFFEE 'C' FUTURE May20</title>
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        <identifiers>
          <ticker value="KCK0 COMDTY"/>
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        <balance>5.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DCO</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
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            <payOffProf>Long</payOffProf>
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                <issuerName>N/A</issuerName>
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                  <isin value="N/A"/>
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            <expDate>2020-05-18</expDate>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
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          <ticker value="USD"/>
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        <balance>800000.00000000</balance>
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        <currencyConditional curCd="NZD" exchangeRt="1.68676699"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <amtCurSold>-800000.00000000</amtCurSold>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
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        <balance>7156371.84000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <balance>8680000.00000000</balance>
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        <currencyConditional curCd="CAD" exchangeRt="1.42317664"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8680000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>6194049.29000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>95017.19000000</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>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__03801391"/>
        </identifiers>
        <balance>427513.18000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6767.16000000</valUSD>
        <pctVal>-0.00019012879</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-427513.18000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>31880000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-6767.16000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03801330"/>
        </identifiers>
        <balance>17764589.16000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1455299.15000000</valUSD>
        <pctVal>-0.04088779816</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-17764589.16000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>171250000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-1455299.15000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>45940000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704746"/>
        <valUSD>85073.90000000</valUSD>
        <pctVal>0.002390219531</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-45940000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>671663.94000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>85073.90000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96755000"/>
        <valUSD>7967.09000000</valUSD>
        <pctVal>0.000223841790</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>679767.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>7967.09000000</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>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03888117"/>
        </identifiers>
        <balance>1258984.01000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-19065.87000000</valUSD>
        <pctVal>-0.00053567092</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1258984.01000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5150000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-19065.87000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>156860000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704802"/>
        <valUSD>25525.68000000</valUSD>
        <pctVal>0.000717164475</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-156860000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>2028410.16000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>25525.68000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1270000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.42335001"/>
        <valUSD>-2007.73000000</valUSD>
        <pctVal>-0.00005640878</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1270000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>890253.48000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-2007.73000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>14680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="23.45924984"/>
        <valUSD>-23264.84000000</valUSD>
        <pctVal>-0.00065364436</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-14680000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>602501.12000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-23264.84000000</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>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__03894295"/>
        </identifiers>
        <balance>892418.40000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>346.30000000</valUSD>
        <pctVal>0.000009729576</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-892418.40000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>720000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>346.30000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03801291"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-10030.82000000</valUSD>
        <pctVal>-0.00028182394</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6859772.80000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-10030.82000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03797470"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-8756.45000000</valUSD>
        <pctVal>-0.00024601949</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6872394.88000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-8756.45000000</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>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03765560"/>
        </identifiers>
        <balance>1310000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-78221.33000000</valUSD>
        <pctVal>-0.00219769107</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1310000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>5649196.84000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-78221.33000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03765564"/>
        </identifiers>
        <balance>1207848.87000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-125375.74000000</valUSD>
        <pctVal>-0.00352253208</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1207848.87000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5620000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-125375.74000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>134960000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704788"/>
        <valUSD>64700.37000000</valUSD>
        <pctVal>0.001817808846</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-134960000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>1787952.25000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>64700.37000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03892003"/>
        </identifiers>
        <balance>714564.50000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1351.35000000</valUSD>
        <pctVal>-0.00003796726</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-714564.50000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>650000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-1351.35000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03775660"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088130"/>
        <valUSD>-64402.22000000</valUSD>
        <pctVal>-0.00180943208</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-670000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7047167.20000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-64402.22000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>-500.61000000</valUSD>
        <pctVal>-0.00001406503</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>397332.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-500.61000000</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>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03854132"/>
        </identifiers>
        <balance>380000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-2033.14000000</valUSD>
        <pctVal>-0.00005712270</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-380000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>1724507.26000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-2033.14000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03849252"/>
        </identifiers>
        <balance>1623954.78000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-7949.52000000</valUSD>
        <pctVal>-0.00022334814</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1623954.78000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8390000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-7949.52000000</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>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03887414"/>
        </identifiers>
        <balance>520000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088132"/>
        <valUSD>130.78000000</valUSD>
        <pctVal>0.000003674369</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-520000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>2371952.44000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>130.78000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>12030000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="75.77017740"/>
        <valUSD>4712.82000000</valUSD>
        <pctVal>0.000132410462</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-12030000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>163482.41000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>4712.82000000</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>CURRENCY CONTRACT - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__03891921"/>
        </identifiers>
        <balance>600650.55000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1452.18000000</valUSD>
        <pctVal>0.000040800163</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-600650.55000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>65000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>1452.18000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ICE FUTURES U.S.</name>
        <lei>5493004R83R1LVX2IL36</lei>
        <title>MSCI EmgMkt       Jun20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="MESM0 INDEX"/>
        </identifiers>
        <balance>517.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>478005.00000000</valUSD>
        <pctVal>0.013429934293</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>ICE US MSCI Emerging Markets E</indexName>
                <indexIdentifier>MXEF</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2020-06-19</expDate>
            <notionalAmt>21310960.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>478005.00000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03765586"/>
        </identifiers>
        <balance>6932380.79000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015048"/>
        <valUSD>75334.10000000</valUSD>
        <pctVal>0.002116572029</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6932380.79000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>75334.10000000</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>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__03765682"/>
        </identifiers>
        <balance>79327.84000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2075.44000000</valUSD>
        <pctVal>-0.00005831115</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-79327.84000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>94000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>-2075.44000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03765622"/>
        </identifiers>
        <balance>7839987.72000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458737"/>
        <valUSD>20848.86000000</valUSD>
        <pctVal>0.000585765462</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7839987.72000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>740000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>20848.86000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385298"/>
        <valUSD>2886.29000000</valUSD>
        <pctVal>0.000081092635</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>394598.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>2886.29000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03801349"/>
        </identifiers>
        <balance>2200774.40000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-181035.35000000</valUSD>
        <pctVal>-0.00508633352</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2200774.40000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>158180000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-181035.35000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385300"/>
        <valUSD>1352.89000000</valUSD>
        <pctVal>0.000038010530</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>405306.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>1352.89000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80648350"/>
        <valUSD>-1408.26000000</valUSD>
        <pctVal>-0.00003956619</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-680000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>841758.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-1408.26000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>27030000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15398526"/>
        <valUSD>40727.64000000</valUSD>
        <pctVal>0.001144275748</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-27030000.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>6547731.95000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>40727.64000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03818008"/>
        </identifiers>
        <balance>2178964.33000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-196998.41000000</valUSD>
        <pctVal>-0.00553482851</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2178964.33000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10290000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-196998.41000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03888123"/>
        </identifiers>
        <balance>898115.18000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-12115.42000000</valUSD>
        <pctVal>-0.00034039245</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-898115.18000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3680000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-12115.42000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03868117"/>
        </identifiers>
        <balance>11866068.09000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458729"/>
        <valUSD>-1394.33000000</valUSD>
        <pctVal>-0.00003917482</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-11866068.09000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1090000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-1394.33000000</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>CURRENCY CONTRACT - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__03891942"/>
        </identifiers>
        <balance>673879.33000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2328.35000000</valUSD>
        <pctVal>0.000065416862</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-673879.33000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>73000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>2328.35000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03849310"/>
        </identifiers>
        <balance>1842791.49000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>60242.44000000</valUSD>
        <pctVal>0.001692559724</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1842791.49000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>149040000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>60242.44000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>14620000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="23.45924998"/>
        <valUSD>-18671.41000000</valUSD>
        <pctVal>-0.00052458825</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-14620000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>604536.92000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-18671.41000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03817986"/>
        </identifiers>
        <balance>4315731.68000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-415361.42000000</valUSD>
        <pctVal>-0.01166991261</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-4315731.68000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>20250000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-415361.42000000</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>CURRENCY CONTRACT - TRY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTTRY__03797540"/>
        </identifiers>
        <balance>1064188.12000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-66683.24000000</valUSD>
        <pctVal>-0.00187351917</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1064188.12000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6600000.00000000</amtCurPur>
            <curPur>TRY</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-66683.24000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03765704"/>
        </identifiers>
        <balance>2410309.44000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-359798.04000000</valUSD>
        <pctVal>-0.01010881483</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2410309.44000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>160590000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-359798.04000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>132020000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704791"/>
        <valUSD>87622.80000000</valUSD>
        <pctVal>0.002461832923</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-132020000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>1773334.96000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>87622.80000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1020000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="1.42354007"/>
        <valUSD>839.08000000</valUSD>
        <pctVal>0.000023574626</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1020000.00000000</amtCurSold>
            <curSold>SGD</curSold>
            <amtCurPur>717362.64000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>839.08000000</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>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03858389"/>
        </identifiers>
        <balance>320000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>5100.96000000</valUSD>
        <pctVal>0.000143315567</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-320000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>1480518.08000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>5100.96000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>8890000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="17.85999994"/>
        <valUSD>935.40000000</valUSD>
        <pctVal>0.000026280814</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8890000.00000000</amtCurSold>
            <curSold>ZAR</curSold>
            <amtCurPur>498695.76000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>935.40000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>21640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="1.42354008"/>
        <valUSD>-270419.46000000</valUSD>
        <pctVal>-0.00759765186</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-21640000.00000000</amtCurSold>
            <curSold>SGD</curSold>
            <amtCurPur>14931119.52000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-270419.46000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>830000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80648350"/>
        <valUSD>1169.49000000</valUSD>
        <pctVal>0.000032857760</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-830000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>1030328.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>1169.49000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03756861"/>
        </identifiers>
        <balance>2271890.93000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-348427.22000000</valUSD>
        <pctVal>-0.00978934251</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2271890.93000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>150640000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-348427.22000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03809165"/>
        </identifiers>
        <balance>620000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>4415.67000000</valUSD>
        <pctVal>0.000124061794</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-620000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6785386.64000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>4415.67000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03840360"/>
        </identifiers>
        <balance>491821.99000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15398509"/>
        <valUSD>2364.54000000</valUSD>
        <pctVal>0.000066433649</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-491821.99000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>110000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>2364.54000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>56250000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TRY" exchangeRt="6.61650899"/>
        <valUSD>366396.93000000</valUSD>
        <pctVal>0.010294215950</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-56250000.00000000</amtCurSold>
            <curSold>TRY</curSold>
            <amtCurPur>8867858.97000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>366396.93000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03827765"/>
        </identifiers>
        <balance>2025071.55000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-81627.80000000</valUSD>
        <pctVal>-0.00229339858</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2025071.55000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10090000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-81627.80000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>77.89000000</valUSD>
        <pctVal>0.000002188382</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>397910.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>77.89000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1010000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.68676700"/>
        <valUSD>1484.59000000</valUSD>
        <pctVal>0.000041710748</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1010000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>600263.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>1484.59000000</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>CURRENCY CONTRACT - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__03809188"/>
        </identifiers>
        <balance>14678388.40000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-421928.92000000</valUSD>
        <pctVal>-0.01185443179</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-14678388.40000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>24050000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-421928.92000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>21510000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TRY" exchangeRt="6.61650898"/>
        <valUSD>48588.27000000</valUSD>
        <pctVal>0.001365126460</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-21510000.00000000</amtCurSold>
            <curSold>TRY</curSold>
            <amtCurPur>3299547.36000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>48588.27000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>14500000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="23.45924986"/>
        <valUSD>-9612.54000000</valUSD>
        <pctVal>-0.00027007202</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-14500000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>608480.54000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-9612.54000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03827760"/>
        </identifiers>
        <balance>2069731.96000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-99322.69000000</valUSD>
        <pctVal>-0.00279055072</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2069731.96000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10230000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-99322.69000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03809116"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-19277.61000000</valUSD>
        <pctVal>-0.00054161993</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7290433.15000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-19277.61000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385298"/>
        <valUSD>-1350.51000000</valUSD>
        <pctVal>-0.00003794366</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>390361.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-1350.51000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>204760000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704818"/>
        <valUSD>168407.42000000</valUSD>
        <pctVal>0.004731541689</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-204760000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>2782908.41000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>168407.42000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>45940000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704746"/>
        <valUSD>84970.81000000</valUSD>
        <pctVal>0.002387323135</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-45940000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>671560.85000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>84970.81000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ishares Inc</name>
        <lei>549300MGJZCNMJLBAJ67</lei>
        <title>ISHARES MSCI SINGAPORE ET</title>
        <cusip>46434G780</cusip>
        <identifiers>
          <isin value="US46434G7806"/>
        </identifiers>
        <balance>415094.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7201880.90000000</valUSD>
        <pctVal>0.202342626699</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>CURRENCY CONTRACT - ILS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTILS__03738074"/>
        </identifiers>
        <balance>2886.61000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-58.30000000</valUSD>
        <pctVal>-0.00000163798</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2886.61000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>-58.30000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03862961"/>
        </identifiers>
        <balance>6714398.71000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458736"/>
        <valUSD>-8226.87000000</valUSD>
        <pctVal>-0.00023114051</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6714398.71000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>610000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-8226.87000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>3789.39000000</valUSD>
        <pctVal>0.000106465954</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>401622.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>3789.39000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>750000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96755000"/>
        <valUSD>2548.00000000</valUSD>
        <pctVal>0.000071588105</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-750000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>777701.74000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>2548.00000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03818064"/>
        </identifiers>
        <balance>600000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088132"/>
        <valUSD>-22998.52000000</valUSD>
        <pctVal>-0.00064616188</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-600000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6674989.80000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-22998.52000000</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>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03756752"/>
        </identifiers>
        <balance>460000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-28000.34000000</valUSD>
        <pctVal>-0.00078669203</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-460000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>1981472.08000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-28000.34000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>134430000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704814"/>
        <valUSD>-1722.09000000</valUSD>
        <pctVal>-0.00004838350</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-134430000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>1714762.42000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-1722.09000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03893903"/>
        </identifiers>
        <balance>8428000.38000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015048"/>
        <valUSD>-1233.55000000</valUSD>
        <pctVal>-0.00003465757</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8428000.38000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>730000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-1233.55000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03809120"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-12340.72000000</valUSD>
        <pctVal>-0.00034672243</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7363271.50000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-12340.72000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__03892058"/>
        </identifiers>
        <balance>594990.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2139.89000000</valUSD>
        <pctVal>-0.00006012192</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-594990.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1000000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-2139.89000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__03738186"/>
        </identifiers>
        <balance>2670467.06000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-108179.54000000</valUSD>
        <pctVal>-0.00303939104</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2670467.06000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2183000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-108179.54000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03748574"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088130"/>
        <valUSD>-75027.76000000</valUSD>
        <pctVal>-0.00210796516</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-670000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6935597.46000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-75027.76000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03868091"/>
        </identifiers>
        <balance>2544188.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-96103.75000000</valUSD>
        <pctVal>-0.00270011202</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2544188.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>12710000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-96103.75000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>2095000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="COP" exchangeRt="4063.91729116"/>
        <valUSD>73012.01000000</valUSD>
        <pctVal>0.002051331046</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2095000000.00000000</amtCurSold>
            <curSold>COP</curSold>
            <amtCurPur>588524.47000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>73012.01000000</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>CURRENCY CONTRACT - ILS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTILS__03893906"/>
        </identifiers>
        <balance>316344.15000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>426.57000000</valUSD>
        <pctVal>0.000011984826</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-316344.15000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1120000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>426.57000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03818041"/>
        </identifiers>
        <balance>620000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-15614.50000000</valUSD>
        <pctVal>-0.00043870191</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-620000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6983072.40000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-15614.50000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03809154"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-3406.20000000</valUSD>
        <pctVal>-0.00009569992</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6925386.88000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-3406.20000000</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>CURRENCY CONTRACT - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__03891953"/>
        </identifiers>
        <balance>645595.65000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2822.67000000</valUSD>
        <pctVal>0.000079305180</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-645595.65000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>70000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>2822.67000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03738051"/>
        </identifiers>
        <balance>6979761.36000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458727"/>
        <valUSD>19873.13000000</valUSD>
        <pctVal>0.000558351544</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6979761.36000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>660000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>19873.13000000</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>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__03809219"/>
        </identifiers>
        <balance>438422.16000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4610.31000000</valUSD>
        <pctVal>-0.00012953036</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-438422.16000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>32870000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-4610.31000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03775643"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088130"/>
        <valUSD>-68656.02000000</valUSD>
        <pctVal>-0.00192894600</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-670000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7002501.65000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-68656.02000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03756871"/>
        </identifiers>
        <balance>849229.36000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-130356.50000000</valUSD>
        <pctVal>-0.00366247053</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-849229.36000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>56300000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-130356.50000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEW YORK MERCANTILE EXCHANGE</name>
        <lei>5493008GFNDTXFPHWI47</lei>
        <title>WTI CRUDE FUTURE  Sep20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CLU0 COMDTY"/>
        </identifiers>
        <balance>-49.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1260.00000000</valUSD>
        <pctVal>-0.00003540071</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>SOCIETE GENERALE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>NYMEX Light Sweet Crude Oil Fu</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-08-20</expDate>
            <notionalAmt>-1523620.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-1260.00000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__03775680"/>
        </identifiers>
        <balance>21948442.02000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1479604.35000000</valUSD>
        <pctVal>-0.04157067227</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-21948442.02000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>34530000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-1479604.35000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03775699"/>
        </identifiers>
        <balance>851029.69000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-105981.18000000</valUSD>
        <pctVal>-0.00297762635</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-851029.69000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>58350000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-105981.18000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03827792"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-6542.10000000</valUSD>
        <pctVal>-0.00018380555</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7308883.20000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-6542.10000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03887410"/>
        </identifiers>
        <balance>1907628.66000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15398524"/>
        <valUSD>1863.35000000</valUSD>
        <pctVal>0.000052352314</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1907628.66000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>420000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>1863.35000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>909.89000000</valUSD>
        <pctVal>0.000025564090</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>398742.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>909.89000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03827781"/>
        </identifiers>
        <balance>620000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-7283.35000000</valUSD>
        <pctVal>-0.00020463156</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-620000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7070550.68000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-7283.35000000</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>CURRENCY CONTRACT - ILS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTILS__03809167"/>
        </identifiers>
        <balance>6528466.75000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>267962.16000000</valUSD>
        <pctVal>0.007528612047</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6528466.75000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>24030000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>267962.16000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>810000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.68676699"/>
        <valUSD>6941.61000000</valUSD>
        <pctVal>0.000195030106</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-810000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>487150.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>6941.61000000</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>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03894198"/>
        </identifiers>
        <balance>608551.60000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1834.37000000</valUSD>
        <pctVal>-0.00005153809</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-608551.60000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2520000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-1834.37000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03868088"/>
        </identifiers>
        <balance>1929816.42000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15398523"/>
        <valUSD>-3477.97000000</valUSD>
        <pctVal>-0.00009771635</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1929816.42000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>420000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-3477.97000000</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>CURRENCY CONTRACT - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__03891919"/>
        </identifiers>
        <balance>813940.58000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1213.88000000</valUSD>
        <pctVal>0.000034104933</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-813940.58000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>88000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>1213.88000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03797510"/>
        </identifiers>
        <balance>1921125.96000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-165697.18000000</valUSD>
        <pctVal>-0.00465539532</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1921125.96000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>137480000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-165697.18000000</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>CURRENCY CONTRACT - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__03858418"/>
        </identifiers>
        <balance>25513998.89000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>718807.80000000</valUSD>
        <pctVal>0.020195482314</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-25513998.89000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2830000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>718807.80000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>19800000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704734"/>
        <valUSD>-2296.28000000</valUSD>
        <pctVal>-0.00006451583</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-19800000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>250522.24000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-2296.28000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03894236"/>
        </identifiers>
        <balance>703957.27000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1554.60000000</valUSD>
        <pctVal>0.000043677735</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-703957.27000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6990000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>1554.60000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>25280000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="23.45924996"/>
        <valUSD>-16565.27000000</valUSD>
        <pctVal>-0.00046541456</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-25280000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>1061048.04000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-16565.27000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03738049"/>
        </identifiers>
        <balance>6985443.96000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458733"/>
        <valUSD>19299.40000000</valUSD>
        <pctVal>0.000542232139</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6985443.96000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>660000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>19299.40000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385300"/>
        <valUSD>1564.09000000</valUSD>
        <pctVal>0.000043944364</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>405517.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>1564.09000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03809101"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-26146.49000000</valUSD>
        <pctVal>-0.00073460663</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7103034.24000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-26146.49000000</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>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03756754"/>
        </identifiers>
        <balance>480000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-29435.45000000</valUSD>
        <pctVal>-0.00082701260</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-480000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>2066718.72000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-29435.45000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385300"/>
        <valUSD>2059.09000000</valUSD>
        <pctVal>0.000057851786</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>406012.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>2059.09000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ishares Inc</name>
        <lei>549300MGJZCNMJLBAJ67</lei>
        <title>ISHARES MSCI CANADA ETF</title>
        <cusip>464286509</cusip>
        <identifiers>
          <isin value="US4642865095"/>
        </identifiers>
        <balance>486661.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>10633542.85000000</valUSD>
        <pctVal>0.298757924668</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>CURRENCY CONTRACT - COP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCOP__03756903"/>
        </identifiers>
        <balance>782997.44000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-117137.43000000</valUSD>
        <pctVal>-0.00329107015</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-782997.44000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2706000000.00000000</amtCurPur>
            <curPur>COP</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-117137.43000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>49740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704819"/>
        <valUSD>-6865.49000000</valUSD>
        <pctVal>-0.00019289145</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-49740000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>628245.27000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-6865.49000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LONDON METAL EXCHANGE</name>
        <lei>213800NB8G5VRT1DXC91</lei>
        <title>LME NICKEL FUTURE Jun20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00FVN2R049"/>
        </identifiers>
        <balance>-78.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-91651.56000000</valUSD>
        <pctVal>-0.00257502417</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>LME Nickel Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-06-15</expDate>
            <notionalAmt>-5280754.44000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-91651.56000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03727219"/>
        </identifiers>
        <balance>7145056.88000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458733"/>
        <valUSD>14162.73000000</valUSD>
        <pctVal>0.000397913271</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7145056.88000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>14162.73000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03738046"/>
        </identifiers>
        <balance>7930617.48000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015046"/>
        <valUSD>79070.70000000</valUSD>
        <pctVal>0.002221554807</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7930617.48000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>760000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>79070.70000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03797392"/>
        </identifiers>
        <balance>1730224.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15398525"/>
        <valUSD>22613.69000000</valUSD>
        <pctVal>0.000635349778</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1730224.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>400000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>22613.69000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ishares Inc</name>
        <lei>549300MGJZCNMJLBAJ67</lei>
        <title>ISHARES MSCI MEXICO ETF</title>
        <cusip>464286822</cusip>
        <identifiers>
          <isin value="US4642868222"/>
        </identifiers>
        <balance>336529.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9540597.15000000</valUSD>
        <pctVal>0.268050737636</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>ICE FUTURES U.S.</name>
        <lei>5493004R83R1LVX2IL36</lei>
        <title>COTTON NO.2 FUTR  May20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CTK0 COMDTY"/>
        </identifiers>
        <balance>-118.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-11900.00000000</valUSD>
        <pctVal>-0.00033434005</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>NYBOT CTN Number 2 Cotton Futu</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-05-06</expDate>
            <notionalAmt>-3004770.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-11900.00000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03797507"/>
        </identifiers>
        <balance>1844350.06000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-139868.04000000</valUSD>
        <pctVal>-0.00392970489</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1844350.06000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>133490000.00000000</amtCurPur>
            <curPur>RUB</curPur>
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            <unrealizedAppr>-139868.04000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1100000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.42335001"/>
        <valUSD>-2743.04000000</valUSD>
        <pctVal>-0.00007706791</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1100000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>770081.63000000</amtCurPur>
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            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-2743.04000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03893897"/>
        </identifiers>
        <balance>7451124.20000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015057"/>
        <valUSD>3973.92000000</valUSD>
        <pctVal>0.000111650473</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-7451124.20000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>650000.00000000</amtCurPur>
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            <settlementDt>2020-04-15</settlementDt>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>27820000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.53568033"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-27820000.00000000</amtCurSold>
            <curSold>ILS</curSold>
            <amtCurPur>8080676.64000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03765554"/>
        </identifiers>
        <balance>620000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-38217.05000000</valUSD>
        <pctVal>-0.00107373870</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-620000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>2668696.38000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-38217.05000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>146100000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704822"/>
        <valUSD>82118.86000000</valUSD>
        <pctVal>0.002307195309</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-146100000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>1947613.07000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>82118.86000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>510000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.42335001"/>
        <valUSD>32.73000000</valUSD>
        <pctVal>0.000000919575</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-510000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>358342.35000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>32.73000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>630000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96755000"/>
        <valUSD>2221.62000000</valUSD>
        <pctVal>0.000062418197</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-630000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>653350.76000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>2221.62000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>450000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96755001"/>
        <valUSD>5137.02000000</valUSD>
        <pctVal>0.000144328701</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-450000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>470229.26000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>5137.02000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HONG KONG FUTURES EXCHANGE LTD.</name>
        <lei>N/A</lei>
        <title>HSCEI Futures     Apr20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="HCJ0 INDEX"/>
        </identifiers>
        <balance>635.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="HKD" exchangeRt="7.75090000"/>
        <valUSD>442979.55000000</valUSD>
        <pctVal>0.012445866151</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>HKG Hang Seng China Enterprise</indexName>
                <indexIdentifier>HSCEI</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2020-04-28</expDate>
            <notionalAmt>39014771.22000000</notionalAmt>
            <curCd>HKD</curCd>
            <unrealizedAppr>442979.55000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__03888198"/>
        </identifiers>
        <balance>605575.30000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4167.14000000</valUSD>
        <pctVal>0.000117079144</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-605575.30000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10890000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>4167.14000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03809104"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-26119.48000000</valUSD>
        <pctVal>-0.00073384776</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7103317.76000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-26119.48000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EUREX DEUTSCHLAND</name>
        <lei>529900UT4DG0LG5R9O07</lei>
        <title>EURO-SCHATZ FUT   Jun20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000C4E97C4"/>
        </identifiers>
        <balance>1423.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91136850"/>
        <valUSD>-194166.54000000</valUSD>
        <pctVal>-0.00545526484</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Eurex 2 Year Euro SCHATZ Futur</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-06-08</expDate>
            <notionalAmt>175481286.24000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>-194166.54000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Vanguard Index Fds</name>
        <lei>549300G6KNDK44WUN559</lei>
        <title>VANGUARD MID-CAP ETF</title>
        <cusip>922908629</cusip>
        <identifiers>
          <isin value="US9229086296"/>
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        <balance>785288.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>103383165.20000000</valUSD>
        <pctVal>2.904633038726</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03801258"/>
        </identifiers>
        <balance>620000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-38693.82000000</valUSD>
        <pctVal>-0.00108713394</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-620000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6740736.10000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-38693.82000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03868103"/>
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        <balance>7697517.75000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015051"/>
        <valUSD>-19491.80000000</valUSD>
        <pctVal>-0.00054763777</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7697517.75000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>650000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-19491.80000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Vanguard Index Fds</name>
        <lei>549300G6KNDK44WUN559</lei>
        <title>VANGUARD S&amp;P 500 ETF</title>
        <cusip>922908363</cusip>
        <identifiers>
          <isin value="US9229083632"/>
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        <balance>232093.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>54964264.26000000</valUSD>
        <pctVal>1.544265138429</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>48240000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="17.89720832"/>
        <valUSD>194656.30000000</valUSD>
        <pctVal>0.005469025049</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-48240000.00000000</amtCurSold>
            <curSold>ZAR</curSold>
            <amtCurPur>2890048.74000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>194656.30000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CME GLOBEX</name>
        <lei>N/A</lei>
        <title>90DAY EURO$ FUTR  MAR22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="EDH2 COMDTY"/>
        </identifiers>
        <balance>2176.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1127462.50000000</valUSD>
        <pctVal>0.031676964243</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>CME 3 Month Eurodollar Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2022-03-14</expDate>
            <notionalAmt>540995737.50000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1127462.50000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>20390000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96682780"/>
        <valUSD>-137528.16000000</valUSD>
        <pctVal>-0.00386396408</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-20390000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>20952059.96000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-137528.16000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03780820"/>
        </identifiers>
        <balance>1937499.48000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458713"/>
        <valUSD>1994.44000000</valUSD>
        <pctVal>0.000056035393</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1937499.48000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>180000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>1994.44000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03809127"/>
        </identifiers>
        <balance>620000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-9633.71000000</valUSD>
        <pctVal>-0.00027066681</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-620000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7045871.58000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-9633.71000000</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>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__03765678"/>
        </identifiers>
        <balance>354499.19000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-9328.91000000</valUSD>
        <pctVal>-0.00026210321</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-354499.19000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>420000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>-9328.91000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>12401000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1216.79073924"/>
        <valUSD>274651.99000000</valUSD>
        <pctVal>0.007716568193</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-12401000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>10466215.42000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>274651.99000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ICE FUTURES EUROPE</name>
        <lei>549300UF4R84F48NCH34</lei>
        <title>BRENT CRUDE FUTR  Jun20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H1JWQF42"/>
        </identifiers>
        <balance>-2015.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5369660.00000000</valUSD>
        <pctVal>0.150864909316</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>ICE Brent Crude Oil Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-04-30</expDate>
            <notionalAmt>-58464910.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>5369660.00000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03818063"/>
        </identifiers>
        <balance>600000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088132"/>
        <valUSD>-23719.94000000</valUSD>
        <pctVal>-0.00066643076</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-600000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6667414.80000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-23719.94000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1490000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.53744997"/>
        <valUSD>-5899.51000000</valUSD>
        <pctVal>-0.00016575147</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1490000.00000000</amtCurSold>
            <curSold>ILS</curSold>
            <amtCurPur>415307.86000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-5899.51000000</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>CURRENCY CONTRACT - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__03891934"/>
        </identifiers>
        <balance>654848.65000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2832.79000000</valUSD>
        <pctVal>0.000079589509</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-654848.65000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>71000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>2832.79000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>198480000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704808"/>
        <valUSD>79.22000000</valUSD>
        <pctVal>0.000002225749</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-198480000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>2534393.33000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>79.22000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.68676700"/>
        <valUSD>5203.13000000</valUSD>
        <pctVal>0.000146186115</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>384627.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>5203.13000000</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>CURRENCY CONTRACT - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__03827829"/>
        </identifiers>
        <balance>4263705.15000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-297164.74000000</valUSD>
        <pctVal>-0.00834908198</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-4263705.15000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>70990000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-297164.74000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>1559.89000000</valUSD>
        <pctVal>0.000043826362</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>399392.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>1559.89000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03858399"/>
        </identifiers>
        <balance>6704216.40000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458736"/>
        <valUSD>-18177.21000000</valUSD>
        <pctVal>-0.00051070331</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6704216.40000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>600000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-18177.21000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>210000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.68676704"/>
        <valUSD>1900.48000000</valUSD>
        <pctVal>0.000053395511</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-210000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>126399.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>1900.48000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03809102"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-26172.63000000</valUSD>
        <pctVal>-0.00073534105</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7102759.68000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-26172.63000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>630000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96755000"/>
        <valUSD>2906.68000000</valUSD>
        <pctVal>0.000081665508</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-630000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>654035.82000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>2906.68000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03738047"/>
        </identifiers>
        <balance>38930700.05000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015052"/>
        <valUSD>387302.70000000</valUSD>
        <pctVal>0.010881580344</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-38930700.05000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>3730000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>387302.70000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03874073"/>
        </identifiers>
        <balance>59648670.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-365424.79000000</valUSD>
        <pctVal>-0.01026690289</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-59648670.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>54000000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-365424.79000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03727244"/>
        </identifiers>
        <balance>7156629.12000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458735"/>
        <valUSD>12994.36000000</valUSD>
        <pctVal>0.000365086978</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7156629.12000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>12994.36000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>17610000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15398526"/>
        <valUSD>210134.63000000</valUSD>
        <pctVal>0.005903901159</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-17610000.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>4449437.11000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>210134.63000000</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>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__03809175"/>
        </identifiers>
        <balance>354499.01000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5219.56000000</valUSD>
        <pctVal>-0.00014664772</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-354499.01000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>425000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>-5219.56000000</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>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03756851"/>
        </identifiers>
        <balance>11296003.79000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-809688.29000000</valUSD>
        <pctVal>-0.02274884265</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-11296003.79000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>43560000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-809688.29000000</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>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__03894274"/>
        </identifiers>
        <balance>1540012.50000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>9926.22000000</valUSD>
        <pctVal>0.000278885121</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1540012.50000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1250000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>9926.22000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03765620"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088130"/>
        <valUSD>-21115.39000000</valUSD>
        <pctVal>-0.00059325383</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-670000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7076193.61000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-21115.39000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>135300000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704825"/>
        <valUSD>79640.54000000</valUSD>
        <pctVal>0.002237564919</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-135300000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>1807233.74000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>79640.54000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>400000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="1.42384999"/>
        <valUSD>-342.89000000</valUSD>
        <pctVal>-0.00000963376</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-400000.00000000</amtCurSold>
            <curSold>SGD</curSold>
            <amtCurPur>280585.58000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-342.89000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>1299.89000000</valUSD>
        <pctVal>0.000036521453</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>399132.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>1299.89000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03756778"/>
        </identifiers>
        <balance>6839367.48000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015059"/>
        <valUSD>73214.01000000</valUSD>
        <pctVal>0.002057006398</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6839367.48000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>660000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>73214.01000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__03849283"/>
        </identifiers>
        <balance>2843088.81000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-68913.13000000</valUSD>
        <pctVal>-0.00193616972</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2843088.81000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>49650000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2020-04-15</settlementDt>
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          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTBRL__03797402"/>
        </identifiers>
        <balance>2020422.07000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-198323.17000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-2020422.07000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>9460000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
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          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03775674"/>
        </identifiers>
        <balance>12621268.52000000</balance>
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        <currencyConditional curCd="SEK" exchangeRt="9.90458731"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-12621268.52000000</amtCurSold>
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            <amtCurPur>1190000.00000000</amtCurPur>
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          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03765616"/>
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        <balance>17281951.24000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015055"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-17281951.24000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03891978"/>
        </identifiers>
        <balance>1682908.20000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4114.17000000</valUSD>
        <pctVal>-0.00011559090</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1682908.20000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1530000.00000000</amtCurPur>
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            <settlementDt>2020-04-02</settlementDt>
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          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>404000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1216.79072410"/>
        <valUSD>7335.12000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-404000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>339356.06000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>7335.12000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1310000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.68676701"/>
        <valUSD>12615.16000000</valUSD>
        <pctVal>0.000354433049</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1310000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>789248.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>12615.16000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 1 3/4 11/15/20</title>
        <cusip>9128283G3</cusip>
        <identifiers>
          <isin value="US9128283G32"/>
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        <balance>89270000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>90216750.30000000</valUSD>
        <pctVal>2.534712040021</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.75000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>292.39000000</valUSD>
        <pctVal>0.000008214931</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>398125.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>292.39000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - CHF</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCHF__03862937"/>
        </identifiers>
        <balance>4379843.74000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>57347.68000000</valUSD>
        <pctVal>0.001611229117</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-4379843.74000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>4290000.00000000</amtCurPur>
            <curPur>CHF</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>57347.68000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__03765672"/>
        </identifiers>
        <balance>80222.26000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2148.03000000</valUSD>
        <pctVal>-0.00006035062</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-80222.26000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>95000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2020-04-16</settlementDt>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03893902"/>
        </identifiers>
        <balance>7723810.92000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015045"/>
        <valUSD>-39.12000000</valUSD>
        <pctVal>-0.00000109910</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-7723810.92000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
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            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-39.12000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03887436"/>
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        <balance>5617179.75000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-36996.25000000</valUSD>
        <pctVal>-0.00103943935</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-5617179.75000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>23180000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-15</settlementDt>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03849270"/>
        </identifiers>
        <balance>2880000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
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        <pctVal>0.002167737296</pctVal>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-2880000.00000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03849306"/>
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        <balance>1837068.36000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>71073.02000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1837068.36000000</amtCurSold>
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            <amtCurPur>149440000.00000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTSEK__03818078"/>
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        <balance>620000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-620000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6762271.80000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__03756854"/>
        </identifiers>
        <balance>13660570.66000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1904547.25000000</valUSD>
        <pctVal>-0.05350978426</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-13660570.66000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>210400000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
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          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>61000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1216.79083585"/>
        <valUSD>1088.99000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-61000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>51220.86000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03775668"/>
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        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-65124.85000000</valUSD>
        <pctVal>-0.00182973495</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>EUR</curSold>
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            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-65124.85000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>44890000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80624573"/>
        <valUSD>2285589.88000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-44890000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>57963404.48000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>2285589.88000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1192000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1216.79073628"/>
        <valUSD>-16782.83000000</valUSD>
        <pctVal>-0.00047152708</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1192000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>962843.30000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>-16782.83000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03818018"/>
        </identifiers>
        <balance>2090480.60000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-164371.83000000</valUSD>
        <pctVal>-0.00461815854</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-2090480.60000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10000000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-164371.83000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03840396"/>
        </identifiers>
        <balance>620000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>4781.99000000</valUSD>
        <pctVal>0.000134353848</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-620000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6789014.88000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>4781.99000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03775632"/>
        </identifiers>
        <balance>1850009.21000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15398529"/>
        <valUSD>26712.62000000</valUSD>
        <pctVal>0.000750512508</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1850009.21000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>430000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>26712.62000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__03801392"/>
        </identifiers>
        <balance>468653.83000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-7390.55000000</valUSD>
        <pctVal>-0.00020764343</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-468653.83000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>34950000.00000000</amtCurPur>
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            <settlementDt>2020-04-15</settlementDt>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ICE FUTURES EUROPE</name>
        <lei>549300UF4R84F48NCH34</lei>
        <title>BRENT CRUDE FUTR  Sep20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H1JWRM83"/>
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        <balance>-76.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3190.00000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>ICE Brent Crude Oil Future</issueTitle>
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                  <isin value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-07-31</expDate>
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            <unrealizedAppr>3190.00000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03780772"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088130"/>
        <valUSD>-40580.49000000</valUSD>
        <pctVal>-0.00114014145</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-670000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7297298.97000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-40580.49000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>790000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80648350"/>
        <valUSD>307.33000000</valUSD>
        <pctVal>0.000008634683</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-790000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>979868.60000000</amtCurPur>
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            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>307.33000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.68676700"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
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            <amtCurSold>-650000.00000000</amtCurSold>
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            <amtCurPur>391573.00000000</amtCurPur>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>810000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91136850"/>
        <valUSD>7102.89000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-810000.00000000</amtCurSold>
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            <amtCurPur>895876.20000000</amtCurPur>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ISHARES TRUST</name>
        <lei>5493000860OXIC4B5K91</lei>
        <title>ISHARES MSCI PERU ETF</title>
        <cusip>464289842</cusip>
        <identifiers>
          <isin value="US4642898427"/>
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        <balance>72138.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1664945.04000000</valUSD>
        <pctVal>0.046777967781</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385298"/>
        <valUSD>2617.49000000</valUSD>
        <pctVal>0.000073540483</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>394329.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>2617.49000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1130000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.42335000"/>
        <valUSD>6177.59000000</valUSD>
        <pctVal>0.000173564351</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1130000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>800079.30000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>6177.59000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03801277"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-38919.52000000</valUSD>
        <pctVal>-0.00109347516</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7084190.10000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-38919.52000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03849260"/>
        </identifiers>
        <balance>1883408.07000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-22787.00000000</valUSD>
        <pctVal>-0.00064021906</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1883408.07000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>9660000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-22787.00000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03827771"/>
        </identifiers>
        <balance>2160532.14000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-82260.78000000</valUSD>
        <pctVal>-0.00231118266</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2160532.14000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10790000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-82260.78000000</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>CURRENCY CONTRACT - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__03888201"/>
        </identifiers>
        <balance>636537.95000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2879.74000000</valUSD>
        <pctVal>0.000080908607</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-636537.95000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>11420000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>2879.74000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>59140000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80624573"/>
        <valUSD>-97323.98000000</valUSD>
        <pctVal>-0.00273439536</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-59140000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>73255002.94000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-97323.98000000</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>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03765555"/>
        </identifiers>
        <balance>510000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088130"/>
        <valUSD>-30872.47000000</valUSD>
        <pctVal>-0.00086738683</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-510000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>2197561.44000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-30872.47000000</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>CURRENCY CONTRACT - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__03840400"/>
        </identifiers>
        <balance>33102261.44000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-223192.42000000</valUSD>
        <pctVal>-0.00627077025</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-33102261.44000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3547000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-223192.42000000</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>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__03801390"/>
        </identifiers>
        <balance>468552.41000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-7421.10000000</valUSD>
        <pctVal>-0.00020850176</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-468552.41000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>34940000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-7421.10000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1760000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96755000"/>
        <valUSD>8898.28000000</valUSD>
        <pctVal>0.000250004321</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1760000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>1827925.72000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>8898.28000000</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>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__03809176"/>
        </identifiers>
        <balance>60053.50000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-881.45000000</valUSD>
        <pctVal>-0.00002476504</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-60053.50000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>72000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>-881.45000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03780814"/>
        </identifiers>
        <balance>1720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-113876.44000000</valUSD>
        <pctVal>-0.00319945001</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1720000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>18631516.44000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-113876.44000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03801381"/>
        </identifiers>
        <balance>25959.75000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2082.45000000</valUSD>
        <pctVal>-0.00005850810</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-25959.75000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1870000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-2082.45000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03765580"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088130"/>
        <valUSD>-76234.95000000</valUSD>
        <pctVal>-0.00214188213</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-670000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6922921.73000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-76234.95000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03727215"/>
        </identifiers>
        <balance>7150219.90000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458727"/>
        <valUSD>13641.45000000</valUSD>
        <pctVal>0.000383267491</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7150219.90000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>13641.45000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>440000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="1.42384998"/>
        <valUSD>-279.72000000</valUSD>
        <pctVal>-0.00000785895</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-440000.00000000</amtCurSold>
            <curSold>SGD</curSold>
            <amtCurPur>308741.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-279.72000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>19650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704678"/>
        <valUSD>-2357.19000000</valUSD>
        <pctVal>-0.00006622714</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-19650000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>248546.04000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-2357.19000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03849258"/>
        </identifiers>
        <balance>1625324.10000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-7392.73000000</valUSD>
        <pctVal>-0.00020770468</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1625324.10000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8400000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-7392.73000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03756784"/>
        </identifiers>
        <balance>8586175.70000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015048"/>
        <valUSD>93486.14000000</valUSD>
        <pctVal>0.002626568168</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8586175.70000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>830000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>93486.14000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03879855"/>
        </identifiers>
        <balance>8009811.87000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015053"/>
        <valUSD>-5320.16000000</valUSD>
        <pctVal>-0.00014947416</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8009811.87000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>690000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-5320.16000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03765574"/>
        </identifiers>
        <balance>1882913.78000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-199494.71000000</valUSD>
        <pctVal>-0.00560496406</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1882913.78000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8740000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-199494.71000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1420000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.42335000"/>
        <valUSD>3305.21000000</valUSD>
        <pctVal>0.000092862528</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1420000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>1000951.61000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>3305.21000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>2275000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="COP" exchangeRt="4063.91729116"/>
        <valUSD>71688.93000000</valUSD>
        <pctVal>0.002014158051</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2275000000.00000000</amtCurSold>
            <curSold>COP</curSold>
            <amtCurPur>631493.63000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>71688.93000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>920000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.68676700"/>
        <valUSD>9797.90000000</valUSD>
        <pctVal>0.000275279867</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-920000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>555220.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>9797.90000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03809153"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-3937.67000000</valUSD>
        <pctVal>-0.00011063200</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6920122.88000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-3937.67000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03818062"/>
        </identifiers>
        <balance>600000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088132"/>
        <valUSD>-23790.85000000</valUSD>
        <pctVal>-0.00066842303</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-600000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6666670.20000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-23790.85000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03801357"/>
        </identifiers>
        <balance>2126505.67000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-173929.52000000</valUSD>
        <pctVal>-0.00488668952</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2126505.67000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>152920000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-173929.52000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__03891950"/>
        </identifiers>
        <balance>646120.05000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2298.27000000</valUSD>
        <pctVal>0.000064571741</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-646120.05000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>70000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>2298.27000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03797485"/>
        </identifiers>
        <balance>600000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088132"/>
        <valUSD>-4507.91000000</valUSD>
        <pctVal>-0.00012665335</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-600000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6479529.60000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-4507.91000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03849254"/>
        </identifiers>
        <balance>1478471.21000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6924.11000000</valUSD>
        <pctVal>-0.00019453843</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1478471.21000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7640000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-6924.11000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03780702"/>
        </identifiers>
        <balance>1905573.56000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15398524"/>
        <valUSD>24314.83000000</valUSD>
        <pctVal>0.000683144672</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1905573.56000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>440000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>24314.83000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03748566"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088130"/>
        <valUSD>-72255.27000000</valUSD>
        <pctVal>-0.00203006982</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-670000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6964708.96000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-72255.27000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03801354"/>
        </identifiers>
        <balance>1937667.81000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-160149.33000000</valUSD>
        <pctVal>-0.00449952401</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1937667.81000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>139210000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-160149.33000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>29900000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458732"/>
        <valUSD>24551.98000000</valUSD>
        <pctVal>0.000689807592</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-29900000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>3043355.19000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>24551.98000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>6890000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15398526"/>
        <valUSD>-52246.43000000</valUSD>
        <pctVal>-0.00146790540</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6890000.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>1606401.73000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-52246.43000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LONDON METAL EXCHANGE</name>
        <lei>213800NB8G5VRT1DXC91</lei>
        <title>LME ZINC FUTURE   Jun20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00FVN2R262"/>
        </identifiers>
        <balance>-104.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-132539.75000000</valUSD>
        <pctVal>-0.00372381070</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>LME Zinc Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-06-15</expDate>
            <notionalAmt>-4819810.25000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-132539.75000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03862956"/>
        </identifiers>
        <balance>6857492.02000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458729"/>
        <valUSD>-11695.67000000</valUSD>
        <pctVal>-0.00032859923</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6857492.02000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>620000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-11695.67000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03780774"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088130"/>
        <valUSD>-41606.98000000</valUSD>
        <pctVal>-0.00116898151</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-670000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7286520.68000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-41606.98000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03801252"/>
        </identifiers>
        <balance>630000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-39329.01000000</valUSD>
        <pctVal>-0.00110498011</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-630000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6849341.10000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-39329.01000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03862924"/>
        </identifiers>
        <balance>2140177.71000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-44571.37000000</valUSD>
        <pctVal>-0.00125226842</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2140177.71000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10880000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-44571.37000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03817993"/>
        </identifiers>
        <balance>4312088.75000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-411718.49000000</valUSD>
        <pctVal>-0.01156756156</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-4312088.75000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>20250000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-411718.49000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03858409"/>
        </identifiers>
        <balance>8597743.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458733"/>
        <valUSD>-22721.50000000</valUSD>
        <pctVal>-0.00063837878</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8597743.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>770000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-22721.50000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>2275000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="COP" exchangeRt="4063.91729116"/>
        <valUSD>79444.95000000</valUSD>
        <pctVal>0.002232069661</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2275000000.00000000</amtCurSold>
            <curSold>COP</curSold>
            <amtCurPur>639249.65000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>79444.95000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Wisdomtree Trust</name>
        <lei>549300SEVJBU47TE8855</lei>
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        <cusip>97717W422</cusip>
        <identifiers>
          <isin value="US97717W4226"/>
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        <balance>580840.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9409608.00000000</valUSD>
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        <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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03738068"/>
        </identifiers>
        <balance>7558096.97000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458730"/>
        <valUSD>16374.34000000</valUSD>
        <pctVal>0.000460050230</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-7558096.97000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>710000.00000000</amtCurPur>
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            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>16374.34000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>780000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80648350"/>
        <valUSD>-772.96000000</valUSD>
        <pctVal>-0.00002171693</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-780000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>966388.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-772.96000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>9810000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.19181480"/>
        <valUSD>205343.05000000</valUSD>
        <pctVal>0.005769277871</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-9810000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>2094855.75000000</amtCurPur>
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            <settlementDt>2020-04-15</settlementDt>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__03885067"/>
        </identifiers>
        <balance>659839.04000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2157.60000000</valUSD>
        <pctVal>-0.00006061950</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-659839.04000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>71000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-2157.60000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385298"/>
        <valUSD>2617.49000000</valUSD>
        <pctVal>0.000073540483</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>394329.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>2617.49000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03797533"/>
        </identifiers>
        <balance>1745633.84000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-135384.18000000</valUSD>
        <pctVal>-0.00380372724</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1745633.84000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>126110000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-135384.18000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03748587"/>
        </identifiers>
        <balance>1350000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-150629.55000000</valUSD>
        <pctVal>-0.00423205815</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1350000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>13980442.05000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-150629.55000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CME GLOBEX</name>
        <lei>N/A</lei>
        <title>LEAN HOGS FUTURE  Jun20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="LHM0 COMDTY"/>
        </identifiers>
        <balance>71.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>16330.00000000</valUSD>
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        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <isin value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-06-12</expDate>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTEUR__03868124"/>
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        <currencyConditional curCd="SEK" exchangeRt="9.90458739"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - JPY</title>
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          <other otherDesc="Internal ID" value="CCTJPY__03891954"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
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          <other otherDesc="Internal ID" value="CCTEUR__03765605"/>
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        <balance>8209458.01000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
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        <balance>630000.00000000</balance>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
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          <ticker value="USD"/>
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        <balance>1383000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1216.79074090"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
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          <ticker value="USD"/>
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        <balance>289560000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-289560000.00000000</amtCurSold>
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            <amtCurPur>3961474.27000000</amtCurPur>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03891997"/>
        </identifiers>
        <balance>756874.80000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>228.39000000</valUSD>
        <pctVal>0.000006416800</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-756874.80000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>690000.00000000</amtCurPur>
            <curPur>EUR</curPur>
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            <unrealizedAppr>228.39000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>2034.39000000</valUSD>
        <pctVal>0.000057157820</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>399867.00000000</amtCurPur>
            <curPur>USD</curPur>
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            <unrealizedAppr>2034.39000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03827793"/>
        </identifiers>
        <balance>840000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-5824.63000000</valUSD>
        <pctVal>-0.00016364765</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-840000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>9621909.36000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-5824.63000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03738036"/>
        </identifiers>
        <balance>6886289.52000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015045"/>
        <valUSD>68745.30000000</valUSD>
        <pctVal>0.001931454403</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6886289.52000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>660000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>68745.30000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03809108"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-24064.38000000</valUSD>
        <pctVal>-0.00067610807</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7124896.64000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-24064.38000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03748572"/>
        </identifiers>
        <balance>6846028.20000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015051"/>
        <valUSD>72579.66000000</valUSD>
        <pctVal>0.002039183826</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6846028.20000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>660000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>72579.66000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03874077"/>
        </identifiers>
        <balance>8557619.91000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015048"/>
        <valUSD>-13578.09000000</valUSD>
        <pctVal>-0.00038148734</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8557619.91000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>730000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-13578.09000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03727248"/>
        </identifiers>
        <balance>2672621.25000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458730"/>
        <valUSD>4622.76000000</valUSD>
        <pctVal>0.000129880154</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-2672621.25000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>250000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>4622.76000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03775628"/>
        </identifiers>
        <balance>1898295.52000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15398522"/>
        <valUSD>26066.89000000</valUSD>
        <pctVal>0.000732370205</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1898295.52000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>440000.00000000</amtCurPur>
            <curPur>EUR</curPur>
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            <unrealizedAppr>26066.89000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__03891922"/>
        </identifiers>
        <balance>931012.87000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4562.14000000</valUSD>
        <pctVal>0.000128176986</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-931012.87000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>101000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>4562.14000000</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>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__03801398"/>
        </identifiers>
        <balance>1361634.34000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-19285.59000000</valUSD>
        <pctVal>-0.00054184413</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1361634.34000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>101710000.00000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ICE FUTURES EUROPE</name>
        <lei>549300UF4R84F48NCH34</lei>
        <title>BRENT CRUDE FUTR  Nov20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H1JWQQ56"/>
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        <balance>-25.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-16200.00000000</valUSD>
        <pctVal>-0.00045515200</pctVal>
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        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
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                <issuerName>N/A</issuerName>
                <issueTitle>ICE Brent Crude Oil Future</issueTitle>
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                  <isin value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-30</expDate>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03868100"/>
        </identifiers>
        <balance>7575915.52000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015053"/>
        <valUSD>-18889.18000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-7575915.52000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>640000.00000000</amtCurPur>
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            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-18889.18000000</unrealizedAppr>
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      </invstOrSec>
      <invstOrSec>
        <name>Ishares Inc</name>
        <lei>549300MGJZCNMJLBAJ67</lei>
        <title>ISHARES MSCI TURKEY ETF</title>
        <cusip>464286715</cusip>
        <identifiers>
          <isin value="US4642867158"/>
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        <balance>224254.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4213732.66000000</valUSD>
        <pctVal>0.118388202536</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
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        <balance>1983278.19000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-255940.36000000</valUSD>
        <pctVal>-0.00719084992</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1983278.19000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>135280000.00000000</amtCurPur>
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            <unrealizedAppr>-255940.36000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ishares Inc</name>
        <lei>549300MGJZCNMJLBAJ67</lei>
        <title>ISHARES MSCI THAILAND ETF</title>
        <cusip>464286624</cusip>
        <identifiers>
          <isin value="US4642866242"/>
        </identifiers>
        <balance>96935.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5570854.45000000</valUSD>
        <pctVal>0.156517628939</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03818094"/>
        </identifiers>
        <balance>600000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088132"/>
        <valUSD>-1554.31000000</valUSD>
        <pctVal>-0.00004366958</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-600000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6508783.80000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-1554.31000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>34690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704814"/>
        <valUSD>22327.84000000</valUSD>
        <pctVal>0.000627318593</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-34690000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>465270.99000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>22327.84000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ishares Inc</name>
        <lei>549300MGJZCNMJLBAJ67</lei>
        <title>ISHARES MSCI SWEDEN ETF</title>
        <cusip>464286756</cusip>
        <identifiers>
          <isin value="US4642867562"/>
        </identifiers>
        <balance>114922.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2940853.98000000</valUSD>
        <pctVal>0.082625653952</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>69550000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="75.77017523"/>
        <valUSD>23054.89000000</valUSD>
        <pctVal>0.000647745646</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-69550000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>940962.23000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>23054.89000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__03893910"/>
        </identifiers>
        <balance>1039737.81000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3169.54000000</valUSD>
        <pctVal>0.000089050771</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1039737.81000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1269000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>3169.54000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03827775"/>
        </identifiers>
        <balance>1876380.29000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-77394.70000000</valUSD>
        <pctVal>-0.00217446624</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1876380.29000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>9340000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-77394.70000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>25940000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="75.77017580"/>
        <valUSD>9967.74000000</valUSD>
        <pctVal>0.000280051658</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-25940000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>352318.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>9967.74000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03756802"/>
        </identifiers>
        <balance>7071798.41000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458735"/>
        <valUSD>21559.15000000</valUSD>
        <pctVal>0.000605721630</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7071798.41000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>21559.15000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03809160"/>
        </identifiers>
        <balance>1710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>8384.59000000</valUSD>
        <pctVal>0.000235571788</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1710000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>18676955.16000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>8384.59000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>239480000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704813"/>
        <valUSD>154707.43000000</valUSD>
        <pctVal>0.004346629469</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-239480000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>3212534.63000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>154707.43000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03756793"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-73916.07000000</valUSD>
        <pctVal>-0.00207673133</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6716721.05000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-73916.07000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03809130"/>
        </identifiers>
        <balance>610000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-6685.03000000</valUSD>
        <pctVal>-0.00018782128</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-610000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6961558.51000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-6685.03000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03756755"/>
        </identifiers>
        <balance>440000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088132"/>
        <valUSD>-26880.80000000</valUSD>
        <pctVal>-0.00075523766</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-440000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>1894914.56000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-26880.80000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>14510000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="23.45924990"/>
        <valUSD>-9745.62000000</valUSD>
        <pctVal>-0.00027381101</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-14510000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>608773.73000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-9745.62000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1090000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80648350"/>
        <valUSD>-633.26000000</valUSD>
        <pctVal>-0.00001779194</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1090000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>1350913.30000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-633.26000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03797478"/>
        </identifiers>
        <balance>630000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-6454.32000000</valUSD>
        <pctVal>-0.00018133930</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-630000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6786460.17000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-6454.32000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>630000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96755000"/>
        <valUSD>822.06000000</valUSD>
        <pctVal>0.000023096435</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-630000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>651951.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>822.06000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03827762"/>
        </identifiers>
        <balance>2260161.69000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-93289.32000000</valUSD>
        <pctVal>-0.00262103835</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2260161.69000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>11250000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-93289.32000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03801351"/>
        </identifiers>
        <balance>1805292.93000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-149842.38000000</valUSD>
        <pctVal>-0.00420994198</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1805292.93000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>129650000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-149842.38000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385300"/>
        <valUSD>250.69000000</valUSD>
        <pctVal>0.000007043336</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>404203.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>250.69000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>55620000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704802"/>
        <valUSD>-7306.00000000</valUSD>
        <pctVal>-0.00020526793</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-55620000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>702884.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-7306.00000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03775679"/>
        </identifiers>
        <balance>19964679.29000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2381121.83000000</valUSD>
        <pctVal>-0.06689952975</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-19964679.29000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>184630000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-2381121.83000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03775694"/>
        </identifiers>
        <balance>2450497.95000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-314053.79000000</valUSD>
        <pctVal>-0.00882359340</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2450497.95000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>167320000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-314053.79000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03797405"/>
        </identifiers>
        <balance>2242602.62000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-220188.41000000</valUSD>
        <pctVal>-0.00618637018</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2242602.62000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10500000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-220188.41000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>487740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="23.50704855"/>
        <valUSD>175341.87000000</valUSD>
        <pctVal>0.004926370629</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-487740000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>20924012.17000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>175341.87000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>750000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80648350"/>
        <valUSD>2391.77000000</valUSD>
        <pctVal>0.000067198698</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-750000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>932355.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>2391.77000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03797523"/>
        </identifiers>
        <balance>2036109.67000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-161422.06000000</valUSD>
        <pctVal>-0.00453528239</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-2036109.67000000</amtCurSold>
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            <amtCurPur>146820000.00000000</amtCurPur>
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            <unrealizedAppr>-161422.06000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>770000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91136850"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-770000.00000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
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          <other otherDesc="Internal ID" value="CCTRUB__03809205"/>
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        <balance>1829491.84000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-1829491.84000000</amtCurSold>
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            <amtCurPur>138230000.00000000</amtCurPur>
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            <settlementDt>2020-04-15</settlementDt>
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          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03765595"/>
        </identifiers>
        <balance>12972653.75000000</balance>
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        <currencyConditional curCd="NOK" exchangeRt="10.50015054"/>
        <valUSD>136824.22000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-12972653.75000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>1250000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>136824.22000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.68676700"/>
        <valUSD>4965.93000000</valUSD>
        <pctVal>0.000139521790</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>390318.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>4965.93000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03797427"/>
        </identifiers>
        <balance>630000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-40607.71000000</valUSD>
        <pctVal>-0.00114090621</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-630000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6835914.54000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-40607.71000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>589000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1216.79072871"/>
        <valUSD>-15297.79000000</valUSD>
        <pctVal>-0.00042980369</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-589000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>468762.44000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>-15297.79000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03827768"/>
        </identifiers>
        <balance>1910352.72000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-82475.50000000</valUSD>
        <pctVal>-0.00231721539</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1910352.72000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>9490000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-82475.50000000</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>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__03894305"/>
        </identifiers>
        <balance>845886.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2719.34000000</valUSD>
        <pctVal>-0.00007640204</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-845886.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>680000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-2719.34000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>106000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="851.97305708"/>
        <valUSD>142.26000000</valUSD>
        <pctVal>0.000003996908</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-106000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>124559.34000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>142.26000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>78000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="107.95500054"/>
        <valUSD>261.12000000</valUSD>
        <pctVal>0.000007336376</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-78000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>722784.39000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>261.12000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03862962"/>
        </identifiers>
        <balance>7595114.97000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458730"/>
        <valUSD>-9319.88000000</valUSD>
        <pctVal>-0.00026184951</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7595114.97000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>690000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-9319.88000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>3230000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.19181481"/>
        <valUSD>20947.28000000</valUSD>
        <pctVal>0.000588530651</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3230000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>643080.41000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>20947.28000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__03879866"/>
        </identifiers>
        <balance>51428174.30000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>17789.35000000</valUSD>
        <pctVal>0.000499806072</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-51428174.30000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5550000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>17789.35000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03879863"/>
        </identifiers>
        <balance>200000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088133"/>
        <valUSD>2399.07000000</valUSD>
        <pctVal>0.000067403798</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-200000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>2198488.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>2399.07000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>-1904.61000000</valUSD>
        <pctVal>-0.00005351154</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>395928.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-1904.61000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__03775676"/>
        </identifiers>
        <balance>8402838.54000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-390392.95000000</valUSD>
        <pctVal>-0.01096840339</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-8402838.54000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6460000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-390392.95000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ASX - TRADE24</name>
        <lei>N/A</lei>
        <title>SPI 200 FUTURES   Jun20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="XPM0 INDEX"/>
        </identifiers>
        <balance>-33.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385300"/>
        <valUSD>-18560.41000000</valUSD>
        <pctVal>-0.00052146962</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>SFE S&amp;P ASX Share Price Index</indexName>
                <indexIdentifier>AS51</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2020-06-18</expDate>
            <notionalAmt>-2561185.12000000</notionalAmt>
            <curCd>AUD</curCd>
            <unrealizedAppr>-18560.41000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>152120000.00000000</balance>
        <units>NC</units>
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        <valUSD>-32037.95000000</valUSD>
        <pctVal>-0.00090013193</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-152120000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>1910323.31000000</amtCurPur>
            <curPur>USD</curPur>
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            <unrealizedAppr>-32037.95000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>620000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96755000"/>
        <valUSD>2086.34000000</valUSD>
        <pctVal>0.000058617397</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-620000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>642880.10000000</amtCurPur>
            <curPur>USD</curPur>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTEUR__03892007"/>
        </identifiers>
        <balance>880504.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2703.20000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTRUB__03756866"/>
        </identifiers>
        <balance>849534.34000000</balance>
        <units>NC</units>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <unrealizedAppr>-130661.48000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__03765691"/>
        </identifiers>
        <balance>355484.25000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-9492.14000000</valUSD>
        <pctVal>-0.00026668929</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-355484.25000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>421000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>-9492.14000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ishares Inc</name>
        <lei>549300MGJZCNMJLBAJ67</lei>
        <title>ISHARES MSCI SPAIN ETF</title>
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        <identifiers>
          <isin value="US4642867646"/>
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        <balance>384357.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7810134.24000000</valUSD>
        <pctVal>0.219431992689</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03891986"/>
        </identifiers>
        <balance>768411.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-335.30000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>405000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1216.79073876"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <amtCurSold>-405000000.00000000</amtCurSold>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
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          <other otherDesc="Internal ID" value="CCTRUB__03801368"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - AUD</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTAUD__03775635"/>
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        <balance>98194776.75000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-7548741.86000000</valUSD>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-98194776.75000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
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        <currencyConditional curCd="PLN" exchangeRt="4.15398525"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
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          <ticker value="USD"/>
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        <balance>10710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.19181480"/>
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        <derivativeInfo>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTKRW__03765673"/>
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        <balance>355418.23000000</balance>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03827766"/>
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        <balance>2104344.51000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-89634.74000000</valUSD>
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        <assetCat>DFE</assetCat>
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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>173670000.00000000</balance>
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        <currencyConditional curCd="SEK" exchangeRt="9.90458733"/>
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        <invCountry>N/A</invCountry>

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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTBRL__03797411"/>
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        <balance>4506746.18000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-459991.65000000</valUSD>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-4506746.18000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>21010000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-459991.65000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03844607"/>
        </identifiers>
        <balance>630000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>10559.88000000</valUSD>
        <pctVal>0.000296688307</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-630000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6954978.87000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>10559.88000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03738017"/>
        </identifiers>
        <balance>6843289.86000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015050"/>
        <valUSD>72840.45000000</valUSD>
        <pctVal>0.002046510930</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6843289.86000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>660000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>72840.45000000</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>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03894212"/>
        </identifiers>
        <balance>660137.83000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2860.83000000</valUSD>
        <pctVal>-0.00008037731</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660137.83000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2730000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-2860.83000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.53744993"/>
        <valUSD>-2797.65000000</valUSD>
        <pctVal>-0.00007860222</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-740000.00000000</amtCurSold>
            <curSold>ILS</curSold>
            <amtCurPur>206392.59000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-2797.65000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>74080000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="75.77017576"/>
        <valUSD>26390.44000000</valUSD>
        <pctVal>0.000741460602</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-74080000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>1004083.83000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>26390.44000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03780763"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088130"/>
        <valUSD>-41640.60000000</valUSD>
        <pctVal>-0.00116992609</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-670000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7286167.59000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-41640.60000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>2720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96682780"/>
        <valUSD>64522.87000000</valUSD>
        <pctVal>0.001812821841</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2720000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>2877847.03000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>64522.87000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>120510000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704819"/>
        <valUSD>-9706.25000000</valUSD>
        <pctVal>-0.00027270488</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-120510000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>1529039.18000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-9706.25000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03748607"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-20625.65000000</valUSD>
        <pctVal>-0.00057949419</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6972307.98000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-20625.65000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03885277"/>
        </identifiers>
        <balance>17434431.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-75920.15000000</valUSD>
        <pctVal>-0.00213303757</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-17434431.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>15820000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-75920.15000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03809151"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-3577.49000000</valUSD>
        <pctVal>-0.00010051245</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7032426.70000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-3577.49000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEW YORK MERCANTILE EXCHANGE</name>
        <lei>5493008GFNDTXFPHWI47</lei>
        <title>NATURAL GAS FUTR  Jun20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="NGM20 COMDTY"/>
        </identifiers>
        <balance>-615.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>212830.00000000</valUSD>
        <pctVal>0.005979629743</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>NYMEX Henry Hub Natural Gas Fu</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-05-27</expDate>
            <notionalAmt>-11012230.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>212830.00000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__03844643"/>
        </identifiers>
        <balance>668002.04000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-12203.11000000</valUSD>
        <pctVal>-0.00034285617</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-668002.04000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>49690000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-12203.11000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03801347"/>
        </identifiers>
        <balance>604947.40000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-49002.03000000</valUSD>
        <pctVal>-0.00137675137</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-604947.40000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>43540000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-49002.03000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-563730000.00000000</amtCurSold>
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            <amtCurPur>372477269.00000000</amtCurPur>
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            <unrealizedAppr>27417580.64000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03874043"/>
        </identifiers>
        <balance>1974407.78000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15398530"/>
        <valUSD>-3234.18000000</valUSD>
        <pctVal>-0.00009086688</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1974407.78000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>430000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-3234.18000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03797418"/>
        </identifiers>
        <balance>6420000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-422520.39000000</valUSD>
        <pctVal>-0.01187104962</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-6420000.00000000</amtCurSold>
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            <curPur>NOK</curPur>
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          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>123000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="851.97307266"/>
        <valUSD>1521.14000000</valUSD>
        <pctVal>0.000042737649</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-123000000.00000000</amtCurSold>
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            <amtCurPur>145891.90000000</amtCurPur>
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            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>1521.14000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03868125"/>
        </identifiers>
        <balance>7593420.33000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458735"/>
        <valUSD>-9148.78000000</valUSD>
        <pctVal>-0.00025704232</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-7593420.33000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>690000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-9148.78000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96755001"/>
        <valUSD>1995.42000000</valUSD>
        <pctVal>0.000056062927</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>663459.94000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>1995.42000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>11940000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.19181479"/>
        <valUSD>253799.85000000</valUSD>
        <pctVal>0.007130710576</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-11940000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>2553573.72000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>253799.85000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>9120000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.19181479"/>
        <valUSD>180064.60000000</valUSD>
        <pctVal>0.005059059521</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-9120000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>1936675.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>180064.60000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__03891924"/>
        </identifiers>
        <balance>1574643.63000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>9349.70000000</valUSD>
        <pctVal>0.000262687328</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1574643.63000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>171000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>9349.70000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>8230000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.19181478"/>
        <valUSD>176340.54000000</valUSD>
        <pctVal>0.004954429065</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8230000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>1761528.06000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>176340.54000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03797466"/>
        </identifiers>
        <balance>890000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-9848.92000000</valUSD>
        <pctVal>-0.00027671331</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-890000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>9579982.25000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-9848.92000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96755000"/>
        <valUSD>8336.95000000</valUSD>
        <pctVal>0.000234233304</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>680136.86000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>8336.95000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03780755"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088130"/>
        <valUSD>-45070.19000000</valUSD>
        <pctVal>-0.00126628317</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-670000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7250156.43000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-45070.19000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__03738187"/>
        </identifiers>
        <balance>2282764.27000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-92554.23000000</valUSD>
        <pctVal>-0.00260038540</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-2282764.27000000</amtCurSold>
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            <amtCurPur>1866000000.00000000</amtCurPur>
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            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-92554.23000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03748568"/>
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        <balance>670000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.91088130"/>
        <valUSD>-73103.03000000</valUSD>
        <pctVal>-0.00205388832</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-670000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6955807.34000000</amtCurPur>
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            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-73103.03000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
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          <ticker value="USD"/>
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        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
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      </invstOrSec>
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        <name>ICE FUTURES EUROPE</name>
        <lei>549300UF4R84F48NCH34</lei>
        <title>Low Su Gasoil G   Jun20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H1K80H14"/>
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        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>253425.00000000</valUSD>
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        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
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                <issuerName>N/A</issuerName>
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                  <isin value="N/A"/>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03780788"/>
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        <balance>650000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-37858.86000000</valUSD>
        <pctVal>-0.00106367507</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-650000.00000000</amtCurSold>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTBRL__03780725"/>
        </identifiers>
        <balance>2025732.27000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-172815.63000000</valUSD>
        <pctVal>-0.00485539388</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTEUR__03818029"/>
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        <balance>25162297.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <curSold>USD</curSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTINR__03775716"/>
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        <balance>1126028.70000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-19788.68000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-1126028.70000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>83820000.00000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03797391"/>
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        <balance>1775760.02000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15398523"/>
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        <pctVal>0.000635809706</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-1775760.02000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>410000.00000000</amtCurPur>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03775671"/>
        </identifiers>
        <balance>7316270.10000000</balance>
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        <currencyConditional curCd="SEK" exchangeRt="9.90458739"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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            <curSold>SEK</curSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03809128"/>
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        <balance>610000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>NEW YORK MERCANTILE EXCHANGE</name>
        <lei>5493008GFNDTXFPHWI47</lei>
        <title>WTI CRUDE FUTURE  May20</title>
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        <identifiers>
          <ticker value="CLK0 COMDTY"/>
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        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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            <payOffProf>Short</payOffProf>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <ticker value="USD"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <ticker value="USD"/>
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        <balance>42510000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>N/A</name>
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      </invstOrSec>
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        <name>N/A</name>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <balance>941089.63000000</balance>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            </counterparties>
            <amtCurSold>-941089.63000000</amtCurSold>
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            <amtCurPur>102000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>3748.50000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03892010"/>
        </identifiers>
        <balance>725643.60000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1457.94000000</valUSD>
        <pctVal>-0.00004096199</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-725643.60000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>660000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-1457.94000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>136220000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704794"/>
        <valUSD>-7862.96000000</valUSD>
        <pctVal>-0.00022091617</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-136220000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>1731477.37000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-7862.96000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>8710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="23.45924980"/>
        <valUSD>-11394.51000000</valUSD>
        <pctVal>-0.00032013790</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8710000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>359887.61000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-11394.51000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>249410000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704806"/>
        <valUSD>-48242.91000000</valUSD>
        <pctVal>-0.00135542329</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-249410000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>3136376.61000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-48242.91000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>800000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.68676699"/>
        <valUSD>2551.91000000</valUSD>
        <pctVal>0.000071697960</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-800000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>476832.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>2551.91000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>14470000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458734"/>
        <valUSD>-34232.26000000</valUSD>
        <pctVal>-0.00096178283</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-14470000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1426706.95000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-34232.26000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03818031"/>
        </identifiers>
        <balance>610000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-11997.94000000</valUSD>
        <pctVal>-0.00033709175</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-610000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6905772.18000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-11997.94000000</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>CURRENCY CONTRACT - AUD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTAUD__03780719"/>
        </identifiers>
        <balance>85763735.90000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6374238.13000000</valUSD>
        <pctVal>-0.17908933851</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-85763735.90000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>129700000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-6374238.13000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03801360"/>
        </identifiers>
        <balance>1765683.34000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-144324.99000000</valUSD>
        <pctVal>-0.00405492648</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1765683.34000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>126980000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-144324.99000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__03894309"/>
        </identifiers>
        <balance>1412984.40000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>559.71000000</valUSD>
        <pctVal>0.000015725501</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1412984.40000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1140000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>559.71000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__03894283"/>
        </identifiers>
        <balance>865984.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1981.68000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-865984.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>700000.00000000</amtCurPur>
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            <unrealizedAppr>1981.68000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03797422"/>
        </identifiers>
        <balance>640000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-41458.24000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-640000.00000000</amtCurSold>
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            <unrealizedAppr>-41458.24000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385300"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
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          <ticker value="USD"/>
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        <balance>1310000000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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            <counterparties>
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            <amtCurSold>-1310000000.00000000</amtCurSold>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
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        </identifiers>
        <balance>10915844.85000000</balance>
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        <currencyConditional curCd="NOK" exchangeRt="10.50015051"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10915844.85000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>950000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>3356.61000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03809080"/>
        </identifiers>
        <balance>656976.98000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-46400.50000000</valUSD>
        <pctVal>-0.00130365930</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-656976.98000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3170000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-46400.50000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03817983"/>
        </identifiers>
        <balance>8629959.78000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-833071.48000000</valUSD>
        <pctVal>-0.02340581215</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8629959.78000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>40480000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-833071.48000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>3110000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.19181477"/>
        <valUSD>60843.11000000</valUSD>
        <pctVal>0.001709436029</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3110000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>659862.94000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>60843.11000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03756874"/>
        </identifiers>
        <balance>849162.75000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-130289.89000000</valUSD>
        <pctVal>-0.00366059907</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-849162.75000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>56300000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-130289.89000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>9330000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90769995"/>
        <valUSD>-4414.08000000</valUSD>
        <pctVal>-0.00012401712</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9330000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>937277.74000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-4414.08000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>620000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96755000"/>
        <valUSD>2840.49000000</valUSD>
        <pctVal>0.000079805847</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-620000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>643634.25000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>2840.49000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03893927"/>
        </identifiers>
        <balance>641956.73000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>815.20000000</valUSD>
        <pctVal>0.000022903698</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-641956.73000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>50340000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>815.20000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03862918"/>
        </identifiers>
        <balance>621951.94000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-15227.68000000</valUSD>
        <pctVal>-0.00042783389</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-621951.94000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3150000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-15227.68000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03748573"/>
        </identifiers>
        <balance>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-80846.69000000</valUSD>
        <pctVal>-0.00227145267</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-730000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7566145.59000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-80846.69000000</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>CURRENCY CONTRACT - CHF</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCHF__03854138"/>
        </identifiers>
        <balance>152041.15000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3105.40000000</valUSD>
        <pctVal>0.000087248706</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-152041.15000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>150000.00000000</amtCurPur>
            <curPur>CHF</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>3105.40000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03809112"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-22871.32000000</valUSD>
        <pctVal>-0.00064258810</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7137424.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-22871.32000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03797460"/>
        </identifiers>
        <balance>600000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088132"/>
        <valUSD>-35947.99000000</valUSD>
        <pctVal>-0.00100998764</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-600000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6539018.40000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-35947.99000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03862919"/>
        </identifiers>
        <balance>621912.65000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-15188.39000000</valUSD>
        <pctVal>-0.00042673001</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-621912.65000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3150000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-15188.39000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03765598"/>
        </identifiers>
        <balance>6952441.26000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015054"/>
        <valUSD>73423.61000000</valUSD>
        <pctVal>0.002062895279</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6952441.26000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>73423.61000000</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>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03894208"/>
        </identifiers>
        <balance>615095.16000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1155.11000000</valUSD>
        <pctVal>-0.00003245374</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-615095.16000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2550000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-1155.11000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03858413"/>
        </identifiers>
        <balance>8133375.30000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458729"/>
        <valUSD>-19750.91000000</valUSD>
        <pctVal>-0.00055491767</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8133375.30000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>730000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-19750.91000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03809125"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-13582.00000000</valUSD>
        <pctVal>-0.00038159719</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7234963.20000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-13582.00000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03801372"/>
        </identifiers>
        <balance>2016224.12000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-160306.37000000</valUSD>
        <pctVal>-0.00450393618</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2016224.12000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>145350000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-160306.37000000</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>CURRENCY CONTRACT - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__03891947"/>
        </identifiers>
        <balance>820367.23000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4050.35000000</valUSD>
        <pctVal>0.000113797835</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-820367.23000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>89000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>4050.35000000</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>CURRENCY CONTRACT - CHF</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCHF__03737999"/>
        </identifiers>
        <balance>9847258.31000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-52339.26000000</valUSD>
        <pctVal>-0.00147051353</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9847258.31000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>9470000.00000000</amtCurPur>
            <curPur>CHF</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-52339.26000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>94000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="107.95499949"/>
        <valUSD>-1409.22000000</valUSD>
        <pctVal>-0.00003959316</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-94000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>869323.96000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-1409.22000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>4393.89000000</valUSD>
        <pctVal>0.000123449867</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>402226.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>4393.89000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ISHARES TRUST</name>
        <lei>5493000860OXIC4B5K91</lei>
        <title>ISHARES CORE S&amp;P MIDCAP E</title>
        <cusip>464287507</cusip>
        <identifiers>
          <isin value="US4642875078"/>
        </identifiers>
        <balance>2025674.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>291413461.64000000</valUSD>
        <pctVal>8.187495197808</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03765611"/>
        </identifiers>
        <balance>67076768.55000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015051"/>
        <valUSD>692882.19000000</valUSD>
        <pctVal>0.019467081483</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-67076768.55000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>6450000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>692882.19000000</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>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03854134"/>
        </identifiers>
        <balance>380000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-2810.43000000</valUSD>
        <pctVal>-0.00007896128</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-380000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>1721278.40000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-2810.43000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>270000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385305"/>
        <valUSD>1212.26000000</valUSD>
        <pctVal>0.000034059418</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-270000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>166465.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>1212.26000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__03797497"/>
        </identifiers>
        <balance>32898961.17000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1760008.30000000</valUSD>
        <pctVal>-0.04944884640</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-32898961.17000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>52530000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-1760008.30000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>800000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91136850"/>
        <valUSD>9239.20000000</valUSD>
        <pctVal>0.000259582742</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-800000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>887040.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>9239.20000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03801280"/>
        </identifiers>
        <balance>910000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088130"/>
        <valUSD>-12180.46000000</valUSD>
        <pctVal>-0.00034221980</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-910000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>9774361.87000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-12180.46000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03801371"/>
        </identifiers>
        <balance>2329682.12000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-188896.63000000</valUSD>
        <pctVal>-0.00530720249</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2329682.12000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>167660000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-188896.63000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03801377"/>
        </identifiers>
        <balance>661438.50000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-53397.20000000</valUSD>
        <pctVal>-0.00150023720</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-661438.50000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>47620000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-53397.20000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03797389"/>
        </identifiers>
        <balance>1860716.21000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15398524"/>
        <valUSD>24135.09000000</valUSD>
        <pctVal>0.000678094733</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1860716.21000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>430000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>24135.09000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03879857"/>
        </identifiers>
        <balance>7457360.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015053"/>
        <valUSD>-7598.34000000</valUSD>
        <pctVal>-0.00021348146</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7457360.00000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>640000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-7598.34000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385300"/>
        <valUSD>2732.29000000</valUSD>
        <pctVal>0.000076765881</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>406685.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>2732.29000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03827795"/>
        </identifiers>
        <balance>610000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-3414.67000000</valUSD>
        <pctVal>-0.00009593789</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-610000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6599094.07000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-3414.67000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION</name>
        <lei>549300UF4R84F48NCH34</lei>
        <title>FTSE 100 IDX FUT  Jun20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H7M8VS93"/>
        </identifiers>
        <balance>390.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80648350"/>
        <valUSD>1301176.60000000</valUSD>
        <pctVal>0.036557601368</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>FTSE 100 Index Future</indexName>
                <indexIdentifier>UKX</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2020-06-19</expDate>
            <notionalAmt>25697768.94000000</notionalAmt>
            <curCd>GBP</curCd>
            <unrealizedAppr>1301176.60000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>2310000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="1.42354008"/>
        <valUSD>17030.62000000</valUSD>
        <pctVal>0.000478488943</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2310000.00000000</amtCurSold>
            <curSold>SGD</curSold>
            <amtCurPur>1639745.73000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>17030.62000000</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>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03748626"/>
        </identifiers>
        <balance>1564286.21000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-110260.83000000</valUSD>
        <pctVal>-0.00309786655</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1564286.21000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6040000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-110260.83000000</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>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__03894302"/>
        </identifiers>
        <balance>859056.90000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3490.73000000</valUSD>
        <pctVal>-0.00009807486</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-859056.90000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>690000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-3490.73000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>620000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96755000"/>
        <valUSD>2139.68000000</valUSD>
        <pctVal>0.000060116027</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-620000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>642933.44000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>2139.68000000</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>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__03780834"/>
        </identifiers>
        <balance>356267.91000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3701.12000000</valUSD>
        <pctVal>-0.00010398593</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-356267.91000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>429000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>-3701.12000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>245280000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704812"/>
        <valUSD>131266.30000000</valUSD>
        <pctVal>0.003688032099</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-245280000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>3263151.45000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>131266.30000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03780744"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088130"/>
        <valUSD>-37915.71000000</valUSD>
        <pctVal>-0.00106527231</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-670000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7325279.51000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-37915.71000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03738050"/>
        </identifiers>
        <balance>6975467.40000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458737"/>
        <valUSD>20306.67000000</valUSD>
        <pctVal>0.000570532199</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6975467.40000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>660000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>20306.67000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03765575"/>
        </identifiers>
        <balance>2111886.91000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-224300.32000000</valUSD>
        <pctVal>-0.00630189759</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2111886.91000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>9800000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-224300.32000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03797525"/>
        </identifiers>
        <balance>1944287.33000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-153489.50000000</valUSD>
        <pctVal>-0.00431241074</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1944287.33000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>140250000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-153489.50000000</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>CURRENCY CONTRACT - ILS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTILS__03844617"/>
        </identifiers>
        <balance>2130748.59000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>131899.40000000</valUSD>
        <pctVal>0.003705819552</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2130748.59000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8000000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>131899.40000000</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>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__03844620"/>
        </identifiers>
        <balance>999590.27000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>12909.22000000</valUSD>
        <pctVal>0.000362694901</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-999590.27000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1232000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>12909.22000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03874092"/>
        </identifiers>
        <balance>8312344.56000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015058"/>
        <valUSD>-1197.24000000</valUSD>
        <pctVal>-0.00003363741</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8312344.56000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>720000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-1197.24000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03775645"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088130"/>
        <valUSD>-68598.72000000</valUSD>
        <pctVal>-0.00192733612</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-670000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7003103.31000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-68598.72000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>47930000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="17.89720834"/>
        <valUSD>377606.55000000</valUSD>
        <pctVal>0.010609159224</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-47930000.00000000</amtCurSold>
            <curSold>ZAR</curSold>
            <amtCurPur>3055677.85000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>377606.55000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>810000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96755000"/>
        <valUSD>9308.55000000</valUSD>
        <pctVal>0.000261531186</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-810000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>846474.59000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>9308.55000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03809123"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-13802.04000000</valUSD>
        <pctVal>-0.00038777939</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7232652.80000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-13802.04000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>14640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="23.45925006"/>
        <valUSD>-20073.07000000</valUSD>
        <pctVal>-0.00056396901</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-14640000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>603987.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-20073.07000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>2108000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="COP" exchangeRt="4063.91732249"/>
        <valUSD>76805.90000000</valUSD>
        <pctVal>0.002157923432</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2108000000.00000000</amtCurSold>
            <curSold>COP</curSold>
            <amtCurPur>595517.24000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>76805.90000000</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>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__03809221"/>
        </identifiers>
        <balance>1035010.17000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-11520.39000000</valUSD>
        <pctVal>-0.00032367460</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1035010.17000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>77550000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-11520.39000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03797468"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-8395.89000000</valUSD>
        <pctVal>-0.00023588927</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6875966.08000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-8395.89000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385300"/>
        <valUSD>2573.89000000</valUSD>
        <pctVal>0.000072315506</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>406527.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>2573.89000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03887401"/>
        </identifiers>
        <balance>1906688.70000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15398525"/>
        <valUSD>2089.63000000</valUSD>
        <pctVal>0.000058709832</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1906688.70000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>420000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>2089.63000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>825.39000000</valUSD>
        <pctVal>0.000023189994</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>398658.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>825.39000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03801290"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-10468.14000000</valUSD>
        <pctVal>-0.00029411079</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6855441.28000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-10468.14000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03840371"/>
        </identifiers>
        <balance>1994153.64000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-46857.67000000</valUSD>
        <pctVal>-0.00131650386</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1994153.64000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10110000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-46857.67000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03797499"/>
        </identifiers>
        <balance>16116500.78000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-675170.92000000</valUSD>
        <pctVal>-0.01896946913</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-16116500.78000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>152940000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-675170.92000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>142240000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704812"/>
        <valUSD>-35494.01000000</valUSD>
        <pctVal>-0.00099723271</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-142240000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>1780713.36000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-35494.01000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80648350"/>
        <valUSD>-5753.13000000</valUSD>
        <pctVal>-0.00016163880</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>800215.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-5753.13000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1130000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.42335000"/>
        <valUSD>2770.60000000</valUSD>
        <pctVal>0.000077842231</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1130000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>796672.31000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>2770.60000000</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>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__03844641"/>
        </identifiers>
        <balance>667993.33000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-12326.38000000</valUSD>
        <pctVal>-0.00034631954</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-667993.33000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>49680000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-12326.38000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03862925"/>
        </identifiers>
        <balance>2412889.19000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-49553.73000000</valUSD>
        <pctVal>-0.00139225183</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2412889.19000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>12270000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-49553.73000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03765702"/>
        </identifiers>
        <balance>2350250.77000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-352984.48000000</valUSD>
        <pctVal>-0.00991738239</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2350250.77000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>156420000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-352984.48000000</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>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__03854178"/>
        </identifiers>
        <balance>1379669.97000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-367.37000000</valUSD>
        <pctVal>-0.00001032155</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1379669.97000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>104510000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-367.37000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03797481"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-4847.47000000</valUSD>
        <pctVal>-0.00013619356</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6911111.68000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-4847.47000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03887437"/>
        </identifiers>
        <balance>1071562.36000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>15812.57000000</valUSD>
        <pctVal>0.000444266850</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1071562.36000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10770000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>15812.57000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03879862"/>
        </identifiers>
        <balance>780000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>5544.47000000</valUSD>
        <pctVal>0.000155776336</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-780000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>9049638.78000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>5544.47000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ISHARES TRUST</name>
        <lei>5493000860OXIC4B5K91</lei>
        <title>ISHARES RUSSELL 2000 ETF</title>
        <cusip>464287655</cusip>
        <identifiers>
          <isin value="US4642876555"/>
        </identifiers>
        <balance>1827058.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>209125058.68000000</valUSD>
        <pctVal>5.875536442441</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03775693"/>
        </identifiers>
        <balance>2460106.67000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-313447.62000000</valUSD>
        <pctVal>-0.00880656256</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2460106.67000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>168120000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-313447.62000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.68676700"/>
        <valUSD>7078.43000000</valUSD>
        <pctVal>0.000198874174</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>392431.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>7078.43000000</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>CURRENCY CONTRACT - TRY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTTRY__03894255"/>
        </identifiers>
        <balance>354451.87000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-899.27000000</valUSD>
        <pctVal>-0.00002526571</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-354451.87000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2330000.00000000</amtCurPur>
            <curPur>TRY</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-899.27000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03868099"/>
        </identifiers>
        <balance>6980629.25000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015057"/>
        <valUSD>-17087.95000000</valUSD>
        <pctVal>-0.00048009967</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6980629.25000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>590000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-17087.95000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03840369"/>
        </identifiers>
        <balance>923760.06000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-26193.37000000</valUSD>
        <pctVal>-0.00073592376</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-923760.06000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>4660000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-26193.37000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03868087"/>
        </identifiers>
        <balance>1835773.20000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15398526"/>
        <valUSD>-2795.45000000</valUSD>
        <pctVal>-0.00007854041</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1835773.20000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>400000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-2795.45000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>15200000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="23.45925009"/>
        <valUSD>-2761.72000000</valUSD>
        <pctVal>-0.00007759274</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-15200000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>645170.33000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-2761.72000000</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>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03893870"/>
        </identifiers>
        <balance>430000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088130"/>
        <valUSD>-792.03000000</valUSD>
        <pctVal>-0.00002225271</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-430000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>1957682.93000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-792.03000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>2060000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50100017"/>
        <valUSD>-1663.35000000</valUSD>
        <pctVal>-0.00004673315</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2060000.00000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>194508.44000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-1663.35000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03894215"/>
        </identifiers>
        <balance>798217.38000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>15291.31000000</valUSD>
        <pctVal>0.000429621632</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-798217.38000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8060000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>15291.31000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96755000"/>
        <valUSD>7772.20000000</valUSD>
        <pctVal>0.000218366199</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>689907.49000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>7772.20000000</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>CURRENCY CONTRACT - COP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCOP__03809228"/>
        </identifiers>
        <balance>125401.97000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1137.63000000</valUSD>
        <pctVal>-0.00003196262</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-125401.97000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>505000000.00000000</amtCurPur>
            <curPur>COP</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-1137.63000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>90410000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="75.77017542"/>
        <valUSD>34349.25000000</valUSD>
        <pctVal>0.000965069759</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-90410000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>1227562.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>34349.25000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>19350000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458734"/>
        <valUSD>82174.14000000</valUSD>
        <pctVal>0.002308748445</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-19350000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>2035814.34000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>82174.14000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.68676700"/>
        <valUSD>5232.43000000</valUSD>
        <pctVal>0.000147009322</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>390585.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>5232.43000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03862933"/>
        </identifiers>
        <balance>1865472.97000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-43374.07000000</valUSD>
        <pctVal>-0.00121862932</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1865472.97000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>9460000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-43374.07000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1130000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.68676701"/>
        <valUSD>11220.78000000</valUSD>
        <pctVal>0.000315256823</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1130000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>681141.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>11220.78000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>-1163.61000000</valUSD>
        <pctVal>-0.00003269255</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>396669.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-1163.61000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03765624"/>
        </identifiers>
        <balance>7724330.75000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458735"/>
        <valUSD>21547.59000000</valUSD>
        <pctVal>0.000605396842</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7724330.75000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>730000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>21547.59000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03738030"/>
        </identifiers>
        <balance>11899292.64000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015052"/>
        <valUSD>118285.46000000</valUSD>
        <pctVal>0.003323324977</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-11899292.64000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>1140000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>118285.46000000</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>CURRENCY CONTRACT - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__03797494"/>
        </identifiers>
        <balance>24781744.05000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-847784.02000000</valUSD>
        <pctVal>-0.02381917277</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-24781744.05000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2582000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-847784.02000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>910000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.42334999"/>
        <valUSD>-457.84000000</valUSD>
        <pctVal>-0.00001286338</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-910000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>638878.94000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-457.84000000</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>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__03780829"/>
        </identifiers>
        <balance>354981.63000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6524.01000000</valUSD>
        <pctVal>-0.00018329729</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-354981.63000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>424000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>-6524.01000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1080000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385300"/>
        <valUSD>1565.82000000</valUSD>
        <pctVal>0.000043992970</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1080000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>662580.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>1565.82000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03801370"/>
        </identifiers>
        <balance>2273692.54000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-188833.57000000</valUSD>
        <pctVal>-0.00530543077</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2273692.54000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>163280000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-188833.57000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03827759"/>
        </identifiers>
        <balance>392143.47000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-18478.37000000</valUSD>
        <pctVal>-0.00051916464</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-392143.47000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1940000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-18478.37000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>172400000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704804"/>
        <valUSD>-18472.09000000</valUSD>
        <pctVal>-0.00051898820</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-172400000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>2182836.62000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-18472.09000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03797383"/>
        </identifiers>
        <balance>5011267.28000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15398525"/>
        <valUSD>67116.13000000</valUSD>
        <pctVal>0.001885681563</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-5011267.28000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>1160000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>67116.13000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>124000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="107.95500025"/>
        <valUSD>1331.53000000</valUSD>
        <pctVal>0.000037410404</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-124000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>1149958.27000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>1331.53000000</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>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__03894294"/>
        </identifiers>
        <balance>906346.10000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1181.89000000</valUSD>
        <pctVal>-0.00003320614</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-906346.10000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>730000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-1181.89000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385300"/>
        <valUSD>904.09000000</valUSD>
        <pctVal>0.000025401134</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>404857.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>904.09000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>282570000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704815"/>
        <valUSD>618715.90000000</valUSD>
        <pctVal>0.017383320013</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-282570000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>4226742.59000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>618715.90000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1421000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1216.79074293"/>
        <valUSD>567.25000000</valUSD>
        <pctVal>0.000015937344</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1421000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>1168393.36000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>567.25000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03775695"/>
        </identifiers>
        <balance>851119.07000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-106070.56000000</valUSD>
        <pctVal>-0.00298013755</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-851119.07000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>58350000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-106070.56000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>2390000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TRY" exchangeRt="6.61650892"/>
        <valUSD>20035.75000000</valUSD>
        <pctVal>0.000562920484</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2390000.00000000</amtCurSold>
            <curSold>TRY</curSold>
            <amtCurPur>381253.43000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>20035.75000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03797521"/>
        </identifiers>
        <balance>1780904.83000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-142947.28000000</valUSD>
        <pctVal>-0.00401621861</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1780904.83000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>128280000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-142947.28000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03775622"/>
        </identifiers>
        <balance>1900960.60000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15398524"/>
        <valUSD>25425.32000000</valUSD>
        <pctVal>0.000714344780</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1900960.60000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>440000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>25425.32000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03738006"/>
        </identifiers>
        <balance>7681551.50000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015046"/>
        <valUSD>80834.18000000</valUSD>
        <pctVal>0.002271101193</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7681551.50000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>740000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>80834.18000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>2300000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.42335000"/>
        <valUSD>-2312.67000000</valUSD>
        <pctVal>-0.00006497632</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2300000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>1613593.47000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-2312.67000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.68676700"/>
        <valUSD>5908.43000000</valUSD>
        <pctVal>0.000166002085</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>391261.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>5908.43000000</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>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03765551"/>
        </identifiers>
        <balance>440000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088132"/>
        <valUSD>-27486.57000000</valUSD>
        <pctVal>-0.00077225725</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-440000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>1892398.20000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-27486.57000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>15710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="23.45924992"/>
        <valUSD>-15358.45000000</valUSD>
        <pctVal>-0.00043150798</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-15710000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>654313.43000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>-15358.45000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>2131.89000000</valUSD>
        <pctVal>0.000059897161</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>399964.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>2131.89000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-650000.00000000</amtCurSold>
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            <amtCurPur>397949.50000000</amtCurPur>
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            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>116.89000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>126220000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63371735"/>
        <valUSD>-1999575.37000000</valUSD>
        <pctVal>-0.05617967559</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-126220000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>75259810.98000000</amtCurPur>
            <curPur>USD</curPur>
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            <unrealizedAppr>-1999575.37000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03775663"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-63297.82000000</valUSD>
        <pctVal>-0.00177840307</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6828214.25000000</amtCurPur>
            <curPur>NOK</curPur>
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            <unrealizedAppr>-63297.82000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03756774"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088130"/>
        <valUSD>-75269.15000000</valUSD>
        <pctVal>-0.00211474720</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-670000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6933062.85000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-75269.15000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03780794"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-36234.45000000</valUSD>
        <pctVal>-0.00101803596</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6997109.12000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-36234.45000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03797386"/>
        </identifiers>
        <balance>2078712.96000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.15398526"/>
        <valUSD>26548.04000000</valUSD>
        <pctVal>0.000745888500</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-2078712.96000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>480000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>26548.04000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03809136"/>
        </identifiers>
        <balance>610000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-11518.78000000</valUSD>
        <pctVal>-0.00032362937</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-610000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6910803.46000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-11518.78000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>9680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.19181479"/>
        <valUSD>70172.46000000</valUSD>
        <pctVal>0.001971551609</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9680000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>1934645.75000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>70172.46000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1150000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80648350"/>
        <valUSD>-426.62000000</valUSD>
        <pctVal>-0.00001198623</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1150000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>1425517.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-426.62000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03780845"/>
        </identifiers>
        <balance>3506446.68000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-176676.45000000</valUSD>
        <pctVal>-0.00496386672</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3506446.68000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>32980000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-176676.45000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>597.89000000</valUSD>
        <pctVal>0.000016798199</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>398430.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>597.89000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03801350"/>
        </identifiers>
        <balance>1994642.38000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-163495.73000000</valUSD>
        <pctVal>-0.00459354381</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1994642.38000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>143410000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-163495.73000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03780792"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-37478.47000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6984046.72000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-37478.47000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03775661"/>
        </identifiers>
        <balance>5890000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-571920.86000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-5890000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>61891501.55000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-571920.86000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-650000.00000000</amtCurSold>
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            <amtCurPur>397767.50000000</amtCurPur>
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            <settlementDt>2020-04-02</settlementDt>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Chicago Board of Trade</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
        <title>US 10YR NOTE (CBT)Jun20</title>
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        <identifiers>
          <ticker value="TYM0 COMDTY"/>
        </identifiers>
        <balance>82.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2521.50000000</valUSD>
        <pctVal>-0.00007084356</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>CBOT 10 Year US Treasury Note</issueTitle>
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                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-06-19</expDate>
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            <unrealizedAppr>-2521.50000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__03809226"/>
        </identifiers>
        <balance>1143954.49000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-10263.04000000</valUSD>
        <pctVal>-0.00028834834</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1143954.49000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>85900000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-10263.04000000</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>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03756760"/>
        </identifiers>
        <balance>540000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-33171.81000000</valUSD>
        <pctVal>-0.00093198863</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-540000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>2324822.04000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-33171.81000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03862941"/>
        </identifiers>
        <balance>7221447.18000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015045"/>
        <valUSD>-18065.92000000</valUSD>
        <pctVal>-0.00050757652</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7221447.18000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>610000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-18065.92000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>27400000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>308938.44000000</valUSD>
        <pctVal>0.008679873536</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-27400000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>30389696.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>308938.44000000</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>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03888129"/>
        </identifiers>
        <balance>609430.21000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2712.98000000</valUSD>
        <pctVal>-0.00007622335</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-609430.21000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2520000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-2712.98000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03801355"/>
        </identifiers>
        <balance>2107865.85000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-173548.82000000</valUSD>
        <pctVal>-0.00487599345</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2107865.85000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>151490000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-173548.82000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03801373"/>
        </identifiers>
        <balance>1801561.08000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-139981.60000000</valUSD>
        <pctVal>-0.00393289545</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1801561.08000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>130130000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-139981.60000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>5240000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.53568034"/>
        <valUSD>-12778.47000000</valUSD>
        <pctVal>-0.00035902137</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-5240000.00000000</amtCurSold>
            <curSold>ILS</curSold>
            <amtCurPur>1469255.96000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>-12778.47000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>105260000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63371735"/>
        <valUSD>428830.80000000</valUSD>
        <pctVal>0.012048345659</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-105260000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>64858580.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>428830.80000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96755000"/>
        <valUSD>8439.47000000</valUSD>
        <pctVal>0.000237113686</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-670000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>700910.14000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>8439.47000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>14610000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="23.45924993"/>
        <valUSD>-18885.88000000</valUSD>
        <pctVal>-0.00053061396</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-14610000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>603896.18000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-18885.88000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03738069"/>
        </identifiers>
        <balance>13095166.71000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458733"/>
        <valUSD>28209.11000000</valUSD>
        <pctVal>0.000792557596</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-13095166.71000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1230000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>28209.11000000</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>CURRENCY CONTRACT - TRY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTTRY__03894252"/>
        </identifiers>
        <balance>296711.97000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-820.31000000</valUSD>
        <pctVal>-0.00002304726</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-296711.97000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1950000.00000000</amtCurPur>
            <curPur>TRY</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-820.31000000</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>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__03765689"/>
        </identifiers>
        <balance>710956.50000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-18972.27000000</valUSD>
        <pctVal>-0.00053304115</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-710956.50000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>842000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>-18972.27000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>172800000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704821"/>
        <valUSD>380809.13000000</valUSD>
        <pctVal>0.010699138281</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-172800000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>2587225.28000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>380809.13000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03748606"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088130"/>
        <valUSD>-21397.14000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <curSold>EUR</curSold>
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        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03748570"/>
        </identifiers>
        <balance>10683760.49000000</balance>
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        <pctVal>0.003182877991</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-10683760.49000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>1030000.00000000</amtCurPur>
            <curPur>EUR</curPur>
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            <unrealizedAppr>113286.60000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03879831"/>
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        <balance>1952960.24000000</balance>
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        <currencyConditional curCd="PLN" exchangeRt="4.15398526"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-1952960.24000000</amtCurSold>
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            <unrealizedAppr>1928.94000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1590000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385301"/>
        <valUSD>12083.74000000</valUSD>
        <pctVal>0.000339502378</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1590000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>985243.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>12083.74000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ishares Inc</name>
        <lei>549300MGJZCNMJLBAJ67</lei>
        <title>ISHARES MSCI AUSTRALIA ET</title>
        <cusip>464286103</cusip>
        <identifiers>
          <isin value="US4642861037"/>
        </identifiers>
        <balance>655255.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>10182662.70000000</valUSD>
        <pctVal>0.286090084816</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__03893886"/>
        </identifiers>
        <balance>756467.51000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>493.24000000</valUSD>
        <pctVal>0.000013857973</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-756467.51000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3930000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>493.24000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03854142"/>
        </identifiers>
        <balance>600000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088132"/>
        <valUSD>6693.91000000</valUSD>
        <pctVal>0.000188070776</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-600000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6986764.80000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>6693.91000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03818092"/>
        </identifiers>
        <balance>600000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088132"/>
        <valUSD>-2065.10000000</valUSD>
        <pctVal>-0.00005802064</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-600000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6503724.60000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-2065.10000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03858408"/>
        </identifiers>
        <balance>7049574.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.90458735"/>
        <valUSD>-20110.52000000</valUSD>
        <pctVal>-0.00056502120</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7049574.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>630000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-20110.52000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385298"/>
        <valUSD>3948.69000000</valUSD>
        <pctVal>0.000110941616</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-640000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>395660.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>3948.69000000</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>CURRENCY CONTRACT - TRY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTTRY__03894258"/>
        </identifiers>
        <balance>765694.45000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2445.71000000</valUSD>
        <pctVal>-0.00006871418</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-765694.45000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5030000.00000000</amtCurPur>
            <curPur>TRY</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-2445.71000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__03765686"/>
        </identifiers>
        <balance>80221.58000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2147.35000000</valUSD>
        <pctVal>-0.00006033152</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-80221.58000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>95000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2020-04-16</settlementDt>
            <unrealizedAppr>-2147.35000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03894234"/>
        </identifiers>
        <balance>823497.39000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1113.77000000</valUSD>
        <pctVal>0.000031292262</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-823497.39000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8170000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>1113.77000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.63385299"/>
        <valUSD>2313.89000000</valUSD>
        <pctVal>0.000065010597</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>400146.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>2313.89000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03748602"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088130"/>
        <valUSD>-20788.40000000</valUSD>
        <pctVal>-0.00058406679</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-670000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7079432.39000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-20788.40000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>136500000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="78.31704800"/>
        <valUSD>82411.98000000</valUSD>
        <pctVal>0.002315430751</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-136500000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>1825327.52000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>82411.98000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>69000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="107.95500060"/>
        <valUSD>-733.30000000</valUSD>
        <pctVal>-0.00002060265</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-69000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>638421.90000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>-733.30000000</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>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03854130"/>
        </identifiers>
        <balance>390000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-2964.85000000</valUSD>
        <pctVal>-0.00008329984</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-390000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>1766240.97000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-2964.85000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1610000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.42334999"/>
        <valUSD>4788.37000000</valUSD>
        <pctVal>0.000134533100</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1610000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>1135922.67000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>4788.37000000</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>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__03780729"/>
        </identifiers>
        <balance>1190000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-80407.82000000</valUSD>
        <pctVal>-0.00225912226</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1190000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>12873386.68000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-80407.82000000</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>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__03887415"/>
        </identifiers>
        <balance>470000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-9.32000000</valUSD>
        <pctVal>-0.00000026185</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-470000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>2143350.40000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-9.32000000</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>CURRENCY CONTRACT - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__03891938"/>
        </identifiers>
        <balance>783952.04000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3413.07000000</valUSD>
        <pctVal>0.000095892942</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-783952.04000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>85000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>3413.07000000</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>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__03849297"/>
        </identifiers>
        <balance>1708012.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>41032.47000000</valUSD>
        <pctVal>0.001152840192</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1708012.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>136980000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>41032.47000000</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>CURRENCY CONTRACT - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__03827868"/>
        </identifiers>
        <balance>142312.76000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-289.49000000</valUSD>
        <pctVal>-0.00000813345</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-142312.76000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>121000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-289.49000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03818096"/>
        </identifiers>
        <balance>600000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088132"/>
        <valUSD>-3148.54000000</valUSD>
        <pctVal>-0.00008846075</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-600000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6492993.60000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-3148.54000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CME GLOBEX</name>
        <lei>N/A</lei>
        <title>E-Mini Russ 2000  Jun20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="RTYM0 INDEX"/>
        </identifiers>
        <balance>168.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>820420.00000000</valUSD>
        <pctVal>0.023050358663</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>RUSSELL 2000 INDEX</indexName>
                <indexIdentifier>RTY</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2020-06-19</expDate>
            <notionalAmt>8819420.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>820420.00000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__03738011"/>
        </identifiers>
        <balance>6830113.62000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.50015047"/>
        <valUSD>74095.31000000</valUSD>
        <pctVal>0.002081767229</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6830113.62000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>660000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>74095.31000000</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>CURRENCY CONTRACT - AUD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTAUD__03844575"/>
        </identifiers>
        <balance>16897894.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>975454.77000000</valUSD>
        <pctVal>0.027406185013</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-16897894.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>29200000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>975454.77000000</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>CURRENCY CONTRACT - COP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCOP__03893933"/>
        </identifiers>
        <balance>24888.25000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-281.45000000</valUSD>
        <pctVal>-0.00000790756</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-24888.25000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>100000000.00000000</amtCurPur>
            <curPur>COP</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-281.45000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>40502000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="107.88018352"/>
        <valUSD>-146165.09000000</valUSD>
        <pctVal>-0.00410662556</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-40502000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>375288865.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-146165.09000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__03765619"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91088131"/>
        <valUSD>-20987.55000000</valUSD>
        <pctVal>-0.00058966206</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6968723.52000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-20987.55000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <signature>
      <ncom:dateSigned>2020-04-28</ncom:dateSigned>
      <ncom:nameOfApplicant>MUTUAL FUND SERIES TRUST</ncom:nameOfApplicant>
      <ncom:signature>Erik Naviloff</ncom:signature>
      <ncom:signerName>Erik Naviloff</ncom:signerName>
      <ncom:title>Treasurer</ncom:title>
    </signature>
  </formData>
  <documents>XXXX</documents>
</edgarSubmission>
